+13.7%
SPGI vs HUM
+6.2%
+7.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +1.2% | +3.7% | -2.5% | +0.9% |
| 30D | +15.9% | +5.5% | +10.4% | +15.2% |
| 3M | +12.3% | +17.1% | -4.8% | +10.3% |
| 6M | +23.7% | +48.3% | -24.6% | +18.3% |
| YTD | -3.5% | +77.4% | -80.9% | -10.3% |
| 1Y | +0.4% | +92.6% | -92.1% | -7.5% |
| 3Y | +29.9% | -6.1% | +36.0% | +29.9% |
| All | +13.7% | +6.2% | +7.5% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling