+39.4%
GM vs HUM
+51.1%
-11.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +12.1% | +1.6% | +10.5% | +12.2% |
| 30D | +15.2% | +3.5% | +11.7% | +15.4% |
| 3M | +4.9% | +15.5% | -10.6% | +5.7% |
| 6M | +22.6% | +76.2% | -53.6% | +26.4% |
| YTD | +14.4% | +64.5% | -50.1% | +14.1% |
| 1Y | +39.4% | +50.0% | -10.6% | +39.8% |
| All | +39.4% | +51.1% | -11.7% | +39.8% |
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