+140.0%
GLD vs HUM
+1.5%
+138.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.1% | -0.2% | +0.4% | +0.1% |
| 30D | +0.2% | +3.7% | -3.5% | +0.3% |
| 3M | +3.2% | +10.4% | -7.2% | +3.4% |
| 6M | -14.6% | +125.7% | -140.4% | -13.4% |
| YTD | +1.8% | +57.3% | -55.6% | +2.5% |
| 1Y | +20.7% | +48.6% | -27.9% | +21.4% |
| 3Y | +126.5% | -11.3% | +137.8% | +129.1% |
| 5Y | +140.0% | +0.8% | +139.2% | +143.4% |
| All | +140.0% | +1.5% | +138.5% | +143.4% |
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 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