+50.0%
HUM vs GFS
+15.5%
+34.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.1% |
| 7D | +1.6% | -12.5% | +14.1% | +2.0% |
| 30D | +3.5% | -16.9% | +20.5% | +4.1% |
| 3M | +15.5% | -22.3% | +37.8% | +16.3% |
| 6M | +76.2% | -40.2% | +116.4% | +76.5% |
| YTD | +64.5% | +16.0% | +48.6% | +58.3% |
| 1Y | +50.0% | +17.7% | +32.4% | +39.9% |
| All | +50.0% | +15.5% | +34.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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