+250.1%
SPOT vs HUM
+53.3%
+196.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.9% | -1.4% | -5.4% | -6.7% |
| 30D | +4.1% | +7.5% | -3.3% | +3.1% |
| 3M | +3.7% | +10.2% | -6.5% | +2.2% |
| 6M | -1.6% | +132.5% | -134.1% | -12.8% |
| YTD | -10.2% | +57.6% | -67.8% | -16.4% |
| 1Y | -25.9% | +48.6% | -74.5% | -30.8% |
| 3Y | +235.6% | -11.2% | +246.7% | +233.1% |
| 5Y | +110.6% | +4.8% | +105.8% | +96.3% |
| All | +250.1% | +53.3% | +196.8% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling