+139.3%
GS vs HUM
+0.3%
+139.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -1.0% |
| 7D | -3.2% | +4.6% | -7.9% | -3.8% |
| 30D | -2.4% | +9.6% | -12.0% | -3.6% |
| 3M | -15.7% | +18.4% | -34.1% | -17.6% |
| 6M | -6.8% | +76.9% | -83.6% | -13.2% |
| YTD | -0.1% | +71.0% | -71.0% | -7.2% |
| 1Y | +12.1% | +75.0% | -62.9% | +3.7% |
| 3Y | +185.8% | -7.7% | +193.5% | +180.8% |
| All | +139.3% | +0.3% | +139.1% | +126.0% |
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