+233.5%
SPOT vs HUM
-9.4%
+242.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.7% |
| 7D | -3.1% | +2.1% | -5.1% | -3.2% |
| 30D | +7.4% | +5.4% | +2.0% | +7.1% |
| 3M | +8.2% | +11.4% | -3.2% | +7.7% |
| 6M | +2.2% | +141.5% | -139.3% | -1.7% |
| YTD | -9.5% | +61.2% | -70.7% | -11.5% |
| 1Y | -23.8% | +49.2% | -73.0% | -25.2% |
| 3Y | +233.5% | -9.0% | +242.5% | +212.9% |
| All | +233.5% | -9.4% | +242.8% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling