+3,857.5%
HUM vs SPYG
+553.6%
+3,303.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -1.4% | -1.8% | +0.4% | -0.4% |
| 30D | +7.5% | -1.9% | +9.4% | +8.6% |
| 3M | +10.2% | +5.2% | +5.1% | +6.9% |
| 6M | +132.5% | +15.6% | +117.0% | +113.3% |
| YTD | +57.6% | +12.4% | +45.2% | +46.3% |
| 1Y | +48.6% | +17.5% | +31.1% | +34.2% |
| 3Y | -11.2% | +98.1% | -109.2% | -42.8% |
| 5Y | +4.8% | +84.9% | -80.1% | -31.6% |
| 10Y | +147.1% | +417.7% | -270.6% | -14.5% |
| All | +3,857.5% | +553.6% | +3,303.9% | +834.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling