-22.3%
SYK vs HUM
+31.0%
-53.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -8.3% | +4.2% | -12.5% | -8.5% |
| 30D | -10.1% | +10.4% | -20.4% | -10.5% |
| 3M | +0.9% | +15.1% | -14.2% | -0.3% |
| 6M | -20.2% | +120.9% | -141.1% | -24.8% |
| YTD | -13.3% | +57.9% | -71.2% | -16.4% |
| 1Y | -22.3% | +30.6% | -52.9% | -24.5% |
| All | -22.3% | +31.0% | -53.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling