+318.0%
SPYM vs HUM
+152.7%
+165.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.4% |
| 7D | -0.8% | +2.1% | -2.8% | -1.2% |
| 30D | -1.1% | +5.4% | -6.5% | -2.1% |
| 3M | +3.9% | +11.4% | -7.5% | +1.4% |
| 6M | +13.6% | +141.5% | -127.9% | -5.7% |
| YTD | +12.7% | +61.2% | -48.5% | +0.7% |
| 1Y | +17.6% | +49.2% | -31.6% | +6.2% |
| 3Y | +77.2% | -9.0% | +86.3% | +75.4% |
| 5Y | +84.1% | +7.2% | +77.0% | +67.2% |
| All | +318.0% | +152.7% | +165.4% | +204.3% |
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 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