-84.6%
HUMA vs SPY
+77.0%
-161.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -1.8% |
| 7D | -6.1% | -0.8% | -5.3% | -4.4% |
| 30D | -14.6% | -1.1% | -13.5% | -12.5% |
| 3M | -47.4% | +3.9% | -51.3% | -51.5% |
| 6M | -52.3% | +13.6% | -65.9% | -63.5% |
| YTD | -40.9% | +12.7% | -53.6% | -53.6% |
| 1Y | -62.1% | +17.5% | -79.6% | -72.2% |
| 3Y | -84.6% | +76.9% | -161.6% | -95.0% |
| All | -84.6% | +77.0% | -161.6% | -95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling