+2,401.5%
HUM vs SPG
+5,319.3%
-2,917.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +4.7% | -4.9% | +9.6% | +6.0% |
| 3M | +13.5% | +3.3% | +10.2% | +12.5% |
| 6M | +126.7% | +11.2% | +115.5% | +120.4% |
| YTD | +58.5% | +17.1% | +41.5% | +52.2% |
| 1Y | +31.7% | +21.6% | +10.2% | +25.3% |
| 3Y | -10.6% | +111.9% | -122.5% | -26.5% |
| 5Y | +2.5% | +106.9% | -104.4% | -16.8% |
| 10Y | +148.7% | +62.2% | +86.5% | +94.1% |
| All | +2,401.5% | +5,319.3% | -2,917.8% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling