+5,578.4%
HUM vs GD
+20,186.5%
-14,608.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.6% |
| 7D | +4.2% | -5.3% | +9.4% | +6.1% |
| 30D | +10.4% | -6.4% | +16.8% | +12.9% |
| 3M | +15.1% | +5.7% | +9.4% | +12.6% |
| 6M | +120.9% | -0.9% | +121.9% | +120.8% |
| YTD | +57.9% | +8.2% | +49.8% | +53.1% |
| 1Y | +30.6% | +13.4% | +17.1% | +24.5% |
| 3Y | -9.6% | +68.5% | -78.1% | -25.5% |
| 5Y | +1.6% | +97.2% | -95.6% | -21.3% |
| 10Y | +146.4% | +190.2% | -43.8% | +65.6% |
| All | +5,578.4% | +20,186.5% | -14,608.2% | +1,972.8% |
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