-9.0%
HUM vs GFI
+287.6%
-296.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.5% | +2.2% |
| 7D | +2.1% | -4.9% | +6.9% | +1.8% |
| 30D | +5.4% | +10.7% | -5.3% | +5.9% |
| 3M | +11.4% | +25.6% | -14.2% | +12.7% |
| 6M | +141.5% | -8.3% | +149.8% | +140.4% |
| YTD | +61.2% | +6.3% | +54.9% | +61.9% |
| 1Y | +49.2% | +22.1% | +27.1% | +51.3% |
| 3Y | -9.0% | +289.2% | -298.2% | +0.1% |
| All | -9.0% | +287.6% | -296.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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