-94.1%
HUMA vs SPY
+126.1%
-220.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -1.3% |
| 7D | -6.1% | -0.8% | -5.3% | -4.9% |
| 30D | -14.6% | -1.1% | -13.5% | -13.1% |
| 3M | -47.4% | +3.9% | -51.3% | -50.3% |
| 6M | -52.3% | +13.6% | -65.9% | -60.5% |
| YTD | -40.9% | +12.7% | -53.6% | -50.1% |
| 1Y | -62.1% | +17.5% | -79.6% | -69.5% |
| 3Y | -84.6% | +76.9% | -161.6% | -92.6% |
| 5Y | -95.9% | +83.6% | -179.5% | -98.1% |
| All | -94.1% | +126.1% | -220.2% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling