+4.8%
HUM vs SPG
+103.4%
-98.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | +7.5% | -5.8% | +13.3% | +8.7% |
| 3M | +10.2% | -2.8% | +13.0% | +10.7% |
| 6M | +132.5% | +8.9% | +123.6% | +128.1% |
| YTD | +57.6% | +14.3% | +43.3% | +53.2% |
| 1Y | +48.6% | +19.5% | +29.1% | +43.2% |
| 3Y | -11.2% | +106.9% | -118.0% | -21.8% |
| 5Y | +4.8% | +108.7% | -103.9% | -12.4% |
| All | +4.8% | +103.4% | -98.6% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling