+152.3%
HUM vs SPG
+64.5%
+87.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +2.1% | -1.2% | +3.2% | +2.3% |
| 30D | +5.4% | -6.1% | +11.5% | +6.7% |
| 3M | +11.4% | -3.6% | +15.1% | +12.1% |
| 6M | +141.5% | +10.4% | +131.1% | +136.3% |
| YTD | +61.2% | +14.4% | +46.8% | +56.6% |
| 1Y | +49.2% | +16.5% | +32.6% | +44.3% |
| 3Y | -9.0% | +106.8% | -115.8% | -21.9% |
| 5Y | +7.2% | +108.9% | -101.7% | -9.7% |
| All | +152.3% | +64.5% | +87.8% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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