+188.9%
GS vs HUM
+2.1%
+186.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +3.4% | +2.1% | +1.3% | +3.1% |
| 30D | +0.2% | +4.7% | -4.5% | -0.4% |
| 3M | -0.3% | +13.5% | -13.8% | -2.0% |
| 6M | +27.4% | +126.7% | -99.3% | +14.5% |
| YTD | +19.6% | +58.5% | -38.9% | +12.1% |
| 1Y | +42.5% | +31.7% | +10.7% | +36.0% |
| 3Y | +240.4% | -10.6% | +251.1% | +235.2% |
| 5Y | +188.9% | +2.5% | +186.4% | +162.5% |
| All | +188.9% | +2.1% | +186.8% | +162.5% |
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