+5.3%
HUM vs GFI
+538.3%
-532.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.3% |
| 7D | +2.1% | -2.7% | +4.7% | +2.0% |
| 30D | +5.4% | +13.2% | -7.8% | +5.6% |
| 3M | +11.4% | +28.5% | -17.1% | +11.8% |
| 6M | +141.5% | -6.2% | +147.7% | +141.1% |
| YTD | +61.2% | +8.7% | +52.5% | +61.1% |
| 1Y | +49.2% | +24.8% | +24.3% | +49.2% |
| 3Y | -9.0% | +298.0% | -307.1% | -9.9% |
| All | +5.3% | +538.3% | -532.9% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling