+152.5%
HUM vs GDDY
+390.3%
-237.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.9% |
| 7D | +2.1% | -3.2% | +5.3% | +2.6% |
| 30D | +5.4% | +6.8% | -1.4% | +3.7% |
| 3M | +11.4% | +30.5% | -19.1% | +4.4% |
| 6M | +141.5% | +13.3% | +128.2% | +132.1% |
| YTD | +61.2% | -21.0% | +82.2% | +65.7% |
| 1Y | +49.2% | -34.0% | +83.2% | +59.0% |
| 3Y | -9.0% | +33.1% | -42.1% | -18.1% |
| 5Y | +7.2% | +30.3% | -23.2% | -5.0% |
| 10Y | +152.7% | +205.5% | -52.8% | +95.4% |
| All | +152.5% | +390.3% | -237.8% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling