-11.2%
HUM vs SPG
+106.5%
-117.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.3% |
| 7D | -0.2% | -1.7% | +1.4% | +0.1% |
| 30D | +3.7% | -6.3% | +10.0% | +5.1% |
| 3M | +10.4% | -2.4% | +12.8% | +10.8% |
| 6M | +125.7% | +9.6% | +116.1% | +120.4% |
| YTD | +57.3% | +14.2% | +43.1% | +52.4% |
| 1Y | +48.6% | +19.3% | +29.3% | +42.7% |
| All | -11.2% | +106.5% | -117.7% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling