+170.5%
GM vs HUM
-9.4%
+179.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -0.6% |
| 7D | -2.4% | +2.1% | -4.5% | -2.5% |
| 30D | -1.1% | +5.4% | -6.5% | -1.2% |
| 3M | +6.1% | +11.4% | -5.3% | +5.7% |
| 6M | +15.0% | +141.5% | -126.5% | +11.3% |
| YTD | +6.0% | +61.2% | -55.2% | +3.6% |
| 1Y | +47.1% | +49.2% | -2.1% | +44.3% |
| 3Y | +170.5% | -9.0% | +179.5% | +141.3% |
| All | +170.5% | -9.4% | +179.9% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling