+152.3%
HUM vs SPXS
-99.6%
+251.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +1.7% |
| 7D | +2.1% | +2.5% | -0.4% | +2.7% |
| 30D | +5.4% | +4.2% | +1.2% | +6.5% |
| 3M | +11.4% | -9.3% | +20.7% | +9.3% |
| 6M | +141.5% | -30.7% | +172.2% | +123.6% |
| YTD | +61.2% | -28.1% | +89.2% | +50.9% |
| 1Y | +49.2% | -35.1% | +84.2% | +36.9% |
| 3Y | -9.0% | -79.6% | +70.5% | -34.0% |
| 5Y | +7.2% | -86.3% | +93.4% | -22.6% |
| All | +152.3% | -99.6% | +251.8% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling