-6.1%
HUM vs GD
+58.2%
-64.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | +2.7% | +1.1% | +2.7% |
| 30D | +5.5% | +8.6% | -3.1% | +1.8% |
| 3M | +17.1% | -7.1% | +24.2% | +20.5% |
| 6M | +48.3% | +7.5% | +40.8% | +42.9% |
| YTD | +77.4% | +9.9% | +67.5% | +68.7% |
| 1Y | +92.6% | +7.6% | +85.0% | +84.9% |
| 3Y | -6.1% | +56.2% | -62.3% | -16.3% |
| All | -6.1% | +58.2% | -64.3% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling