+50.0%
HUM vs SPYG
+10.8%
+39.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +1.6% | -2.8% | +4.3% | +2.3% |
| 30D | +3.5% | -6.2% | +9.7% | +5.3% |
| 3M | +15.5% | -3.6% | +19.1% | +16.8% |
| 6M | +76.2% | +4.8% | +71.4% | +75.2% |
| YTD | +64.5% | +11.0% | +53.6% | +55.7% |
| 1Y | +50.0% | +11.2% | +38.8% | +42.0% |
| All | +50.0% | +10.8% | +39.2% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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