-37.6%
GIS vs HUM
-9.4%
-28.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.3% |
| 7D | -6.4% | +2.1% | -8.4% | -6.4% |
| 30D | -6.1% | +5.4% | -11.5% | -6.2% |
| 3M | +7.8% | +11.4% | -3.6% | +7.6% |
| 6M | -8.8% | +141.5% | -150.3% | -10.2% |
| YTD | -19.1% | +61.2% | -80.3% | -19.6% |
| 1Y | -24.8% | +49.2% | -73.9% | -25.1% |
| 3Y | -37.6% | -9.0% | -28.5% | -34.5% |
| All | -37.6% | -9.4% | -28.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling