+650.5%
GS vs HUM
+148.3%
+502.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | -0.1% | +3.7% | -3.8% | -1.1% |
| 3M | +0.2% | +10.4% | -10.2% | -2.6% |
| 6M | +24.8% | +125.7% | -100.9% | +0.2% |
| YTD | +18.8% | +57.3% | -38.6% | +3.7% |
| 1Y | +37.3% | +48.6% | -11.3% | +20.8% |
| 3Y | +237.9% | -11.3% | +249.2% | +233.0% |
| 5Y | +187.0% | +0.8% | +186.2% | +157.9% |
| 10Y | +650.5% | +146.7% | +503.9% | +346.3% |
| All | +650.5% | +148.3% | +502.2% | +346.3% |
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 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