+1,704.0%
GS vs HUM
+3,613.6%
-1,909.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -1.7% |
| 7D | -3.2% | +4.6% | -7.9% | -4.3% |
| 30D | -2.4% | +9.6% | -12.0% | -4.9% |
| 3M | -15.7% | +18.4% | -34.1% | -19.5% |
| 6M | -6.8% | +76.9% | -83.6% | -19.9% |
| YTD | -0.1% | +71.0% | -71.0% | -14.7% |
| 1Y | +12.1% | +75.0% | -62.9% | -5.1% |
| 3Y | +185.8% | -7.7% | +193.5% | +172.3% |
| 5Y | +140.1% | +0.6% | +139.5% | +118.6% |
| 10Y | +505.2% | +182.1% | +323.1% | +312.7% |
| All | +1,704.0% | +3,613.6% | -1,909.6% | +516.7% |
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