+252.8%
SPOT vs HUM
+56.8%
+196.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.5% |
| 7D | -3.1% | +2.1% | -5.1% | -3.3% |
| 30D | +7.4% | +5.4% | +2.0% | +6.6% |
| 3M | +8.2% | +11.4% | -3.2% | +6.5% |
| 6M | +2.2% | +141.5% | -139.3% | -9.8% |
| YTD | -9.5% | +61.2% | -70.7% | -16.0% |
| 1Y | -23.8% | +49.2% | -73.0% | -28.9% |
| 3Y | +233.5% | -9.0% | +242.5% | +230.0% |
| 5Y | +112.2% | +7.2% | +105.0% | +97.2% |
| All | +252.8% | +56.8% | +196.0% | +177.7% |
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