+83.1%
SPY vs HUM
+6.5%
+76.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.7% |
| 7D | -0.8% | +2.1% | -2.8% | -0.9% |
| 30D | -1.1% | +5.4% | -6.5% | -1.5% |
| 3M | +3.9% | +11.4% | -7.5% | +2.8% |
| 6M | +13.6% | +141.5% | -127.9% | +4.7% |
| YTD | +12.7% | +61.2% | -48.5% | +7.3% |
| 1Y | +17.5% | +49.2% | -31.6% | +12.5% |
| 3Y | +76.9% | -9.0% | +85.9% | +77.9% |
| All | +83.1% | +6.5% | +76.6% | +70.9% |
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 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