+167.6%
SYK vs HUM
+147.1%
+20.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -12.3% | -1.4% | -10.9% | -12.0% |
| 30D | -22.4% | +7.5% | -29.9% | -23.8% |
| 3M | -12.3% | +10.2% | -22.6% | -14.8% |
| 6M | -24.3% | +132.5% | -156.8% | -39.2% |
| YTD | -22.8% | +57.6% | -80.4% | -32.4% |
| 1Y | -28.8% | +48.6% | -77.4% | -37.2% |
| 3Y | -4.0% | -11.2% | +7.2% | -4.8% |
| 5Y | +3.8% | +4.8% | -1.0% | -7.9% |
| All | +167.6% | +147.1% | +20.5% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling