+755.6%
GOOGL vs HUM
+152.7%
+602.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.4% |
| 7D | 0.0% | +2.1% | -2.0% | -0.3% |
| 30D | -1.4% | +5.4% | -6.8% | -2.4% |
| 3M | -5.3% | +11.4% | -16.7% | -7.4% |
| 6M | +9.8% | +141.5% | -131.7% | -7.3% |
| YTD | +8.4% | +61.2% | -52.8% | -2.2% |
| 1Y | +41.2% | +49.2% | -8.0% | +28.4% |
| 3Y | +149.6% | -9.0% | +158.6% | +147.3% |
| 5Y | +142.6% | +7.2% | +135.4% | +120.0% |
| All | +755.6% | +152.7% | +602.9% | +539.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling