+261.3%
GE vs HUM
-11.4%
+272.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | -11.9% | +7.5% | -19.4% | -12.4% |
| 3M | +1.8% | +10.2% | -8.4% | +1.1% |
| 6M | -0.6% | +132.5% | -133.1% | -7.0% |
| YTD | +5.5% | +57.6% | -52.1% | +1.2% |
| 1Y | +15.0% | +48.6% | -33.6% | +10.6% |
| All | +261.3% | -11.4% | +272.7% | +242.4% |
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 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