+2,864.0%
GE vs HUM
+5,584.1%
-2,720.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +1.2% | +2.1% | -0.9% | +0.8% |
| 30D | -9.5% | +4.7% | -14.2% | -10.3% |
| 3M | +4.1% | +13.5% | -9.4% | +1.6% |
| 6M | +3.9% | +126.7% | -122.7% | -10.4% |
| YTD | +9.0% | +58.5% | -49.5% | -0.8% |
| 1Y | +21.9% | +31.7% | -9.8% | +13.8% |
| 3Y | +281.8% | -10.6% | +292.4% | +271.4% |
| 5Y | +436.7% | +2.5% | +434.2% | +402.6% |
| 10Y | +151.5% | +148.7% | +2.9% | +100.4% |
| All | +2,864.0% | +5,584.1% | -2,720.1% | +1,218.9% |
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 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