-9.0%
HUM vs SPMO
+155.8%
-164.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.2% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +5.4% | -1.9% | +7.3% | +5.7% |
| 3M | +11.4% | -1.4% | +12.8% | +11.3% |
| 6M | +141.5% | +25.5% | +116.0% | +131.1% |
| YTD | +61.2% | +24.8% | +36.3% | +54.3% |
| 1Y | +49.2% | +24.5% | +24.7% | +42.9% |
| 3Y | -9.0% | +157.1% | -166.2% | -7.5% |
| All | -9.0% | +155.8% | -164.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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