+123.2%
GLW vs HUM
+31.0%
+92.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.5% |
| 7D | +3.8% | +4.2% | -0.4% | +4.3% |
| 30D | -1.3% | +10.4% | -11.7% | -0.2% |
| 3M | -21.8% | +15.1% | -36.9% | -19.9% |
| 6M | +6.9% | +120.9% | -114.0% | +22.8% |
| YTD | +77.2% | +57.9% | +19.2% | +91.0% |
| 1Y | +123.2% | +30.6% | +92.7% | +141.3% |
| All | +123.2% | +31.0% | +92.2% | +141.3% |
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 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