+30.6%
HUM vs GDDY
-29.3%
+59.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +4.2% | +3.7% | +0.5% | +3.6% |
| 30D | +10.4% | +10.4% | 0.0% | +8.6% |
| 3M | +15.1% | +19.4% | -4.4% | +10.0% |
| 6M | +120.9% | +14.3% | +106.7% | +111.9% |
| YTD | +57.9% | -18.4% | +76.3% | +66.6% |
| 1Y | +30.6% | -30.1% | +60.6% | +47.4% |
| All | +30.6% | -29.3% | +59.9% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling