+244.0%
GLW vs HUM
+4.2%
+239.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +15.5% | +7.7% | +7.8% | +15.3% |
| 30D | -19.6% | +5.8% | -25.3% | -19.6% |
| 3M | -28.5% | +14.3% | -42.8% | -28.7% |
| 6M | -39.5% | +50.9% | -90.4% | -39.6% |
| YTD | +37.2% | +74.9% | -37.7% | +36.8% |
| 1Y | +35.4% | +86.9% | -51.5% | +34.4% |
| 3Y | +359.7% | -6.7% | +366.4% | +373.0% |
| 5Y | +244.0% | +4.8% | +239.3% | +234.5% |
| All | +244.0% | +4.2% | +239.8% | +234.5% |
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