+1,355.6%
HUM vs SPXU
-100.0%
+1,455.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.4% |
| 7D | -0.2% | +1.3% | -1.5% | +0.1% |
| 30D | +3.7% | +5.1% | -1.4% | +5.1% |
| 3M | +10.4% | -9.1% | +19.5% | +8.3% |
| 6M | +125.7% | -29.6% | +155.3% | +109.0% |
| YTD | +57.3% | -27.7% | +85.0% | +46.9% |
| 1Y | +48.6% | -37.0% | +85.6% | +34.8% |
| 3Y | -11.3% | -80.2% | +68.9% | -37.0% |
| 5Y | +0.8% | -86.0% | +86.8% | -28.0% |
| 10Y | +146.7% | -99.5% | +246.2% | -12.1% |
| All | +1,355.6% | -100.0% | +1,455.6% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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