+19.8%
GLW vs HUM
+60.0%
-40.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.3% | -11.6% | -13.0% |
| 7D | -19.7% | -1.2% | -18.6% | -19.8% |
| 30D | -38.8% | +2.1% | -40.9% | -38.7% |
| 3M | -33.9% | +13.4% | -47.3% | -32.6% |
| 6M | -36.0% | +72.7% | -108.7% | -26.7% |
| YTD | +18.7% | +62.3% | -43.6% | +29.7% |
| 1Y | +19.8% | +57.5% | -37.7% | +31.0% |
| All | +19.8% | +60.0% | -40.2% | +31.0% |
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