+30.6%
HUM vs SPY
+20.8%
+9.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | +10.4% | +0.1% | +10.3% | +10.4% |
| 3M | +15.1% | +2.0% | +13.1% | +13.8% |
| 6M | +120.9% | +13.0% | +107.9% | +103.6% |
| YTD | +57.9% | +13.5% | +44.4% | +44.3% |
| 1Y | +30.6% | +20.0% | +10.6% | +17.4% |
| All | +30.6% | +20.8% | +9.7% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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