+75.8%
GM vs HUM
+6.5%
+69.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -0.8% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | -1.1% | +5.4% | -6.5% | -1.5% |
| 3M | +6.1% | +11.4% | -5.3% | +5.0% |
| 6M | +15.0% | +141.5% | -126.5% | +5.9% |
| YTD | +6.0% | +61.2% | -55.2% | +0.6% |
| 1Y | +47.1% | +49.2% | -2.1% | +40.5% |
| 3Y | +170.5% | -9.0% | +179.5% | +171.6% |
| All | +75.8% | +6.5% | +69.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling