+5.3%
HUM vs GAP
+8.7%
-3.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.2% |
| 7D | +2.1% | -4.1% | +6.2% | +2.2% |
| 30D | +5.4% | +6.2% | -0.8% | +5.2% |
| 3M | +11.4% | -0.7% | +12.1% | +11.4% |
| 6M | +141.5% | -7.1% | +148.6% | +141.7% |
| YTD | +61.2% | -14.1% | +75.3% | +61.8% |
| 1Y | +49.2% | -8.5% | +57.6% | +49.3% |
| 3Y | -9.0% | +115.4% | -124.4% | -12.9% |
| All | +5.3% | +8.7% | -3.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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