+5,556.9%
HUM vs GAP
+2,145.7%
+3,411.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.1% |
| 7D | -0.2% | -3.2% | +2.9% | +0.2% |
| 30D | +3.7% | -0.7% | +4.4% | +3.6% |
| 3M | +10.4% | -0.5% | +10.9% | +10.0% |
| 6M | +125.7% | -5.0% | +130.7% | +125.1% |
| YTD | +57.3% | -14.7% | +72.0% | +58.9% |
| 1Y | +48.6% | -8.6% | +57.3% | +48.2% |
| 3Y | -11.3% | +108.4% | -119.7% | -26.3% |
| 5Y | +0.8% | +5.8% | -5.0% | -11.2% |
| 10Y | +146.7% | +29.6% | +117.0% | +87.2% |
| All | +5,556.9% | +2,145.7% | +3,411.2% | +2,011.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling