-25.7%
GIS vs HUM
+6.5%
-32.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.4% |
| 7D | -6.4% | +2.1% | -8.4% | -6.5% |
| 30D | -6.1% | +5.4% | -11.5% | -6.4% |
| 3M | +7.8% | +11.4% | -3.6% | +7.1% |
| 6M | -8.8% | +141.5% | -150.3% | -13.7% |
| YTD | -19.1% | +61.2% | -80.3% | -21.5% |
| 1Y | -24.8% | +49.2% | -73.9% | -26.7% |
| 3Y | -37.6% | -9.0% | -28.5% | -35.6% |
| All | -25.7% | +6.5% | -32.2% | -25.3% |
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