+146.7%
HUM vs GD
+188.9%
-42.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -0.2% | -3.1% | +2.9% | +1.4% |
| 30D | +3.7% | -10.9% | +14.6% | +9.9% |
| 3M | +10.4% | +2.5% | +7.9% | +8.6% |
| 6M | +125.7% | -1.7% | +127.4% | +126.1% |
| YTD | +57.3% | +6.1% | +51.2% | +51.3% |
| 1Y | +48.6% | +11.7% | +36.9% | +39.3% |
| 3Y | -11.3% | +71.8% | -83.1% | -34.8% |
| 5Y | +0.8% | +92.2% | -91.4% | -31.9% |
| 10Y | +146.7% | +192.2% | -45.5% | +20.9% |
| All | +146.7% | +188.9% | -42.3% | +20.9% |
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