+6,046.8%
HUM vs GD
+19,982.5%
-13,935.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +6.0% | +5.6% |
| 7D | +4.6% | -5.0% | +9.6% | +6.5% |
| 30D | +9.6% | +8.9% | +0.7% | +6.3% |
| 3M | +18.4% | -8.0% | +26.4% | +21.7% |
| 6M | +76.9% | +2.9% | +74.0% | +74.3% |
| YTD | +71.0% | +7.1% | +63.9% | +66.0% |
| 1Y | +75.0% | +5.9% | +69.1% | +70.5% |
| 3Y | -7.7% | +53.9% | -61.5% | -21.4% |
| 5Y | +0.6% | +95.4% | -94.8% | -21.9% |
| 10Y | +182.1% | +193.5% | -11.4% | +88.9% |
| All | +6,046.8% | +19,982.5% | -13,935.7% | +2,148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling