+238.0%
GM vs HUM
+754.6%
-516.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.1% |
| 7D | -2.4% | +2.1% | -4.5% | -2.9% |
| 30D | -1.1% | +5.4% | -6.5% | -2.3% |
| 3M | +6.1% | +11.4% | -5.3% | +3.0% |
| 6M | +15.0% | +141.5% | -126.5% | -7.9% |
| YTD | +6.0% | +61.2% | -55.2% | -7.8% |
| 1Y | +47.1% | +49.2% | -2.1% | +29.5% |
| 3Y | +170.5% | -9.0% | +179.5% | +162.1% |
| 5Y | +80.5% | +7.2% | +73.3% | +61.1% |
| 10Y | +238.7% | +152.7% | +86.0% | +126.0% |
| All | +238.0% | +754.6% | -516.6% | +33.6% |
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