-93.8%
HUMA vs SPY
+126.6%
-220.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -0.7% |
| 7D | +4.4% | +0.5% | +3.8% | +3.4% |
| 30D | -17.1% | -0.9% | -16.2% | -15.8% |
| 3M | -56.9% | +3.9% | -60.8% | -59.6% |
| 6M | -46.4% | +14.5% | -60.9% | -56.2% |
| YTD | -38.1% | +12.9% | -51.0% | -47.9% |
| 1Y | -57.8% | +19.4% | -77.2% | -66.8% |
| 3Y | -84.3% | +78.5% | -162.8% | -92.5% |
| 5Y | -95.4% | +81.8% | -177.2% | -97.8% |
| All | -93.8% | +126.6% | -220.5% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling