+1,549.6%
HUM vs SPXS
-100.0%
+1,649.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.7% |
| 7D | -1.4% | +6.4% | -7.8% | +0.3% |
| 30D | +7.5% | +6.0% | +1.5% | +9.3% |
| 3M | +10.2% | -11.6% | +21.8% | +7.1% |
| 6M | +132.5% | -28.7% | +161.2% | +115.0% |
| YTD | +57.6% | -26.3% | +83.9% | +47.3% |
| 1Y | +48.6% | -34.9% | +83.5% | +35.1% |
| 3Y | -11.2% | -79.5% | +68.3% | -37.7% |
| 5Y | +4.8% | -85.9% | +90.7% | -26.9% |
| 10Y | +147.1% | -99.5% | +246.6% | -17.4% |
| All | +1,549.6% | -100.0% | +1,649.6% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling