+213.1%
GLD vs HUM
+147.1%
+66.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | -1.1% | +7.5% | -8.6% | -1.1% |
| 3M | +5.8% | +10.2% | -4.4% | +5.9% |
| 6M | -17.1% | +132.5% | -149.6% | -16.5% |
| YTD | 0.0% | +57.6% | -57.6% | +0.3% |
| 1Y | +18.2% | +48.6% | -30.4% | +18.5% |
| 3Y | +122.6% | -11.2% | +133.7% | +123.9% |
| 5Y | +137.1% | +4.8% | +132.3% | +138.2% |
| All | +213.1% | +147.1% | +66.0% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling