+143.0%
HUM vs GD
+165.4%
-22.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | +7.7% | +1.9% | +5.9% | +6.7% |
| 30D | +5.8% | +9.2% | -3.5% | +1.0% |
| 3M | +14.3% | -7.5% | +21.8% | +18.5% |
| 6M | +50.9% | +5.8% | +45.1% | +45.5% |
| YTD | +74.9% | +9.8% | +65.1% | +65.0% |
| 1Y | +86.9% | +5.8% | +81.1% | +79.8% |
| 3Y | -6.7% | +58.0% | -64.7% | -28.0% |
| 5Y | +4.8% | +100.4% | -95.7% | -30.8% |
| All | +143.0% | +165.4% | -22.5% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling