-5.3%
SYK vs HUM
+60.0%
-65.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | +7.5% | -1.2% | +8.7% | +7.5% |
| 30D | +20.4% | +2.1% | +18.4% | +20.3% |
| 3M | -0.3% | +13.4% | -13.7% | -0.7% |
| 6M | +14.2% | +72.7% | -58.5% | +10.8% |
| YTD | -3.8% | +62.3% | -66.2% | -7.0% |
| 1Y | -5.3% | +57.5% | -62.7% | -8.2% |
| All | -5.3% | +60.0% | -65.3% | -8.2% |
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