-17.4%
GIS vs HUM
+51.1%
-68.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +8.5% | +1.6% | +6.9% | +8.5% |
| 30D | +15.3% | +3.5% | +11.8% | +15.4% |
| 3M | +0.9% | +15.5% | -14.6% | +1.1% |
| 6M | +7.9% | +76.2% | -68.3% | +8.9% |
| YTD | -17.6% | +64.5% | -82.1% | -16.3% |
| 1Y | -17.4% | +50.0% | -67.4% | -15.4% |
| All | -17.4% | +51.1% | -68.5% | -15.4% |
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