+819.0%
SPYM vs HUM
+939.5%
-120.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.4% | +3.7% | -5.1% | -2.1% |
| 3M | +3.7% | +10.4% | -6.7% | +1.5% |
| 6M | +13.0% | +125.7% | -112.7% | -4.6% |
| YTD | +12.5% | +57.3% | -44.9% | +1.0% |
| 1Y | +18.6% | +48.6% | -30.0% | +7.1% |
| 3Y | +78.0% | -11.3% | +89.3% | +73.4% |
| 5Y | +82.3% | +0.8% | +81.5% | +69.3% |
| 10Y | +322.9% | +146.7% | +176.2% | +218.4% |
| All | +819.0% | +939.5% | -120.5% | +365.4% |
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