+282.9%
SPGI vs HUM
+152.7%
+130.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.5% |
| 7D | -7.4% | +2.1% | -9.5% | -7.9% |
| 30D | +0.4% | +5.4% | -5.0% | -0.9% |
| 3M | +5.3% | +11.4% | -6.1% | +2.1% |
| 6M | +1.7% | +141.5% | -139.8% | -19.4% |
| YTD | -16.4% | +61.2% | -77.5% | -27.2% |
| 1Y | -20.5% | +49.2% | -69.6% | -29.9% |
| 3Y | +14.2% | -9.0% | +23.3% | +12.3% |
| 5Y | +0.6% | +7.2% | -6.6% | -11.1% |
| All | +282.9% | +152.7% | +130.2% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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