+30.6%
HUM vs SPXS
-40.2%
+70.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.0% |
| 7D | +4.2% | -0.1% | +4.2% | +4.2% |
| 30D | +10.4% | +0.8% | +9.5% | +10.6% |
| 3M | +15.1% | -4.7% | +19.8% | +14.6% |
| 6M | +120.9% | -29.6% | +150.6% | +106.4% |
| YTD | +57.9% | -29.8% | +87.7% | +47.0% |
| 1Y | +30.6% | -38.9% | +69.5% | +21.7% |
| All | +30.6% | -40.2% | +70.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling