-18.0%
GIS vs HUM
+31.0%
-49.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.5% |
| 7D | -7.8% | +4.2% | -12.0% | -7.8% |
| 30D | +6.6% | +10.4% | -3.8% | +6.6% |
| 3M | +21.0% | +15.1% | +5.9% | +21.0% |
| 6M | -9.1% | +120.9% | -130.0% | -8.3% |
| YTD | -13.6% | +57.9% | -71.6% | -12.6% |
| 1Y | -18.0% | +30.6% | -48.6% | -17.4% |
| All | -18.0% | +31.0% | -49.0% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling