+141.4%
HUM vs SPMO
+562.6%
-421.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +7.5% | -0.7% | +8.2% | +7.8% |
| 3M | +10.2% | +2.8% | +7.4% | +7.6% |
| 6M | +132.5% | +24.4% | +108.1% | +103.3% |
| YTD | +57.6% | +24.2% | +33.4% | +37.7% |
| 1Y | +48.6% | +24.5% | +24.1% | +29.4% |
| 3Y | -11.2% | +155.6% | -166.7% | -52.0% |
| 5Y | +4.8% | +148.2% | -143.4% | -42.9% |
| 10Y | +147.1% | +514.8% | -367.7% | -13.5% |
| All | +141.4% | +562.6% | -421.1% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling