+32,991.5%
GILD vs HUM
+5,620.3%
+27,371.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.0% | -1.1% |
| 7D | -4.8% | +2.1% | -6.9% | -5.2% |
| 30D | +5.8% | +5.4% | +0.4% | +4.8% |
| 3M | +14.9% | +11.4% | +3.5% | +12.4% |
| 6M | -0.4% | +141.5% | -141.9% | -15.5% |
| YTD | +18.5% | +61.2% | -42.7% | +7.0% |
| 1Y | +25.1% | +49.2% | -24.0% | +13.9% |
| 3Y | +105.9% | -9.0% | +114.9% | +99.2% |
| 5Y | +143.0% | +7.2% | +135.8% | +124.9% |
| 10Y | +162.4% | +152.7% | +9.7% | +100.8% |
| All | +32,991.5% | +5,620.3% | +27,371.2% | +11,544.7% |
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