+2.5%
HUM vs GD
+95.9%
-93.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.1% | -3.5% | +5.6% | +3.5% |
| 30D | +4.7% | -9.0% | +13.7% | +8.6% |
| 3M | +13.5% | +5.1% | +8.4% | +11.0% |
| 6M | +126.7% | -1.0% | +127.7% | +126.5% |
| YTD | +58.5% | +7.3% | +51.2% | +53.3% |
| 1Y | +31.7% | +12.4% | +19.3% | +25.3% |
| 3Y | -10.6% | +73.7% | -84.3% | -27.7% |
| 5Y | +2.5% | +93.8% | -91.3% | -21.2% |
| All | +2.5% | +95.9% | -93.4% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling