-9.0%
HUM vs GEN
+60.3%
-69.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.1% |
| 7D | +2.1% | -1.3% | +3.3% | +2.3% |
| 30D | +5.4% | +6.1% | -0.7% | +4.0% |
| 3M | +11.4% | +27.0% | -15.5% | +5.8% |
| 6M | +141.5% | +43.9% | +97.6% | +122.1% |
| YTD | +61.2% | +13.0% | +48.2% | +53.7% |
| 1Y | +49.2% | +4.0% | +45.1% | +43.7% |
| 3Y | -9.0% | +66.2% | -75.2% | -12.1% |
| All | -9.0% | +60.3% | -69.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling