+152.3%
HUM vs SPYG
+424.6%
-272.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +1.8% |
| 7D | +2.1% | -0.9% | +2.9% | +2.5% |
| 30D | +5.4% | -1.5% | +6.9% | +6.2% |
| 3M | +11.4% | +3.7% | +7.7% | +9.1% |
| 6M | +141.5% | +16.4% | +125.1% | +121.8% |
| YTD | +61.2% | +13.3% | +47.9% | +49.6% |
| 1Y | +49.2% | +17.9% | +31.3% | +35.2% |
| 3Y | -9.0% | +98.3% | -107.4% | -41.4% |
| 5Y | +7.2% | +86.4% | -79.3% | -29.6% |
| All | +152.3% | +424.6% | -272.3% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling