+3,340.5%
GLW vs HUM
+6,259.1%
-2,918.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.6% |
| 7D | +7.7% | +3.7% | +4.0% | +7.0% |
| 30D | -18.8% | +5.5% | -24.4% | -19.6% |
| 3M | -27.7% | +17.1% | -44.9% | -29.8% |
| 6M | -44.4% | +48.3% | -92.7% | -48.3% |
| YTD | +31.3% | +77.4% | -46.1% | +16.6% |
| 1Y | +40.0% | +92.6% | -52.5% | +22.4% |
| 3Y | +339.2% | -6.1% | +345.3% | +322.6% |
| 5Y | +229.2% | +6.2% | +222.9% | +204.2% |
| 10Y | +528.4% | +153.6% | +374.7% | +393.3% |
| All | +3,340.5% | +6,259.1% | -2,918.6% | +1,322.8% |
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