-95.9%
HUMA vs SPY
+79.8%
-175.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.0% |
| 7D | -4.9% | -2.0% | -2.9% | -1.5% |
| 30D | -20.1% | -1.7% | -18.5% | -17.8% |
| 3M | -57.7% | +4.7% | -62.4% | -61.0% |
| 6M | -54.3% | +12.5% | -66.8% | -61.8% |
| YTD | -41.0% | +11.7% | -52.7% | -49.8% |
| 1Y | -61.7% | +17.5% | -79.2% | -69.4% |
| 3Y | -85.0% | +76.6% | -161.6% | -92.9% |
| 5Y | -95.9% | +82.0% | -177.9% | -98.1% |
| All | -95.9% | +79.8% | -175.7% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling