+3,495.5%
GLW vs HUM
+6,169.8%
-2,674.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +15.5% | +7.7% | +7.8% | +14.0% |
| 30D | -19.6% | +5.8% | -25.3% | -20.3% |
| 3M | -28.5% | +14.3% | -42.8% | -30.2% |
| 6M | -39.5% | +50.9% | -90.4% | -43.8% |
| YTD | +37.2% | +74.9% | -37.7% | +22.1% |
| 1Y | +35.4% | +86.9% | -51.5% | +19.0% |
| 3Y | +359.7% | -6.7% | +366.4% | +342.7% |
| 5Y | +244.0% | +4.8% | +239.3% | +218.7% |
| 10Y | +556.7% | +150.1% | +406.6% | +416.8% |
| All | +3,495.5% | +6,169.8% | -2,674.3% | +1,390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling