+49.2%
HUM vs SPXS
-36.2%
+85.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +1.8% |
| 7D | +2.1% | +2.5% | -0.4% | +2.5% |
| 30D | +5.4% | +4.2% | +1.2% | +6.2% |
| 3M | +11.4% | -9.3% | +20.7% | +9.9% |
| 6M | +141.5% | -30.7% | +172.2% | +125.3% |
| YTD | +61.2% | -28.1% | +89.2% | +50.7% |
| 1Y | +49.2% | -35.1% | +84.2% | +40.6% |
| All | +49.2% | -36.2% | +85.3% | +40.6% |
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