+1,796.5%
GS vs HUM
+3,650.6%
-1,854.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.4% |
| 7D | +1.6% | +4.8% | -3.3% | +0.3% |
| 30D | +1.7% | +1.6% | 0.0% | +1.1% |
| 3M | -11.6% | +13.8% | -25.4% | -14.8% |
| 6M | -1.9% | +60.0% | -61.9% | -13.5% |
| YTD | +5.1% | +72.7% | -67.6% | -10.6% |
| 1Y | +16.4% | +86.1% | -69.7% | -2.9% |
| 3Y | +199.0% | -7.8% | +206.8% | +185.0% |
| 5Y | +157.4% | +2.7% | +154.7% | +133.0% |
| 10Y | +457.2% | +147.3% | +309.9% | +292.2% |
| All | +1,796.5% | +3,650.6% | -1,854.1% | +546.4% |
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