+52.3%
GM vs HUM
+31.0%
+21.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +1.7% | +4.2% | -2.4% | +1.9% |
| 30D | -1.6% | +10.4% | -11.9% | -1.3% |
| 3M | +5.7% | +15.1% | -9.4% | +6.0% |
| 6M | +12.2% | +120.9% | -108.8% | +13.9% |
| YTD | +8.4% | +57.9% | -49.5% | +7.8% |
| 1Y | +52.3% | +30.6% | +21.7% | +50.8% |
| All | +52.3% | +31.0% | +21.3% | +50.8% |
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 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