+30.6%
HUM vs GD
+13.1%
+17.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.4% |
| 7D | +4.2% | -5.3% | +9.4% | +6.8% |
| 30D | +10.4% | -6.4% | +16.8% | +13.9% |
| 3M | +15.1% | +5.7% | +9.4% | +11.3% |
| 6M | +120.9% | -0.9% | +121.9% | +123.4% |
| YTD | +57.9% | +8.2% | +49.8% | +46.9% |
| 1Y | +30.6% | +13.4% | +17.1% | +11.2% |
| All | +30.6% | +13.1% | +17.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling