+5.3%
HUM vs SPY
+82.3%
-77.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | +2.1% | -0.8% | +2.8% | +2.4% |
| 30D | +5.4% | -1.1% | +6.5% | +5.8% |
| 3M | +11.4% | +3.9% | +7.5% | +9.7% |
| 6M | +141.5% | +13.6% | +127.9% | +128.9% |
| YTD | +61.2% | +12.7% | +48.5% | +53.1% |
| 1Y | +49.2% | +17.5% | +31.6% | +39.3% |
| 3Y | -9.0% | +76.9% | -85.9% | -28.4% |
| All | +5.3% | +82.3% | -77.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling