+7.2%
GEHC vs HUM
-17.5%
+24.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.6% |
| 7D | -7.2% | +2.1% | -9.2% | -7.3% |
| 30D | -11.6% | +5.4% | -16.9% | -11.8% |
| 3M | -0.8% | +11.4% | -12.3% | -1.7% |
| 6M | -11.9% | +141.5% | -153.4% | -17.8% |
| YTD | -21.9% | +61.2% | -83.1% | -25.1% |
| 1Y | -17.8% | +49.2% | -67.0% | -20.9% |
| 3Y | -3.5% | -9.0% | +5.5% | -7.0% |
| All | +7.2% | -17.5% | +24.7% | +6.5% |
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