+851.8%
GLW vs HUM
+152.7%
+699.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | +7.8% | +2.1% | +5.8% | +7.4% |
| 30D | -0.4% | +5.4% | -5.8% | -1.4% |
| 3M | -5.6% | +11.4% | -17.0% | -7.5% |
| 6M | +26.7% | +141.5% | -114.8% | +6.4% |
| YTD | +91.0% | +61.2% | +29.9% | +71.0% |
| 1Y | +122.4% | +49.2% | +73.3% | +101.3% |
| 3Y | +471.0% | -9.0% | +480.0% | +472.0% |
| 5Y | +385.6% | +7.2% | +378.5% | +334.1% |
| All | +851.8% | +152.7% | +699.1% | +549.2% |
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