+24.5%
GLD vs HUM
+31.0%
-6.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.9% |
| 7D | -0.5% | +4.2% | -4.7% | -0.4% |
| 30D | +4.4% | +10.4% | -6.0% | +4.6% |
| 3M | -1.1% | +15.1% | -16.2% | -0.7% |
| 6M | -13.8% | +120.9% | -134.7% | -12.2% |
| YTD | +2.6% | +57.9% | -55.3% | +2.9% |
| 1Y | +24.5% | +30.6% | -6.0% | +24.8% |
| All | +24.5% | +31.0% | -6.5% | +24.8% |
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