+49.2%
HUM vs GFS
+47.5%
+1.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.2% |
| 7D | +2.1% | +3.8% | -1.8% | +1.9% |
| 30D | +5.4% | -11.7% | +17.1% | +5.9% |
| 3M | +11.4% | -41.8% | +53.2% | +12.5% |
| 6M | +141.5% | +6.6% | +134.9% | +138.5% |
| YTD | +61.2% | +34.6% | +26.5% | +52.8% |
| 1Y | +49.2% | +46.2% | +3.0% | +38.0% |
| All | +49.2% | +47.5% | +1.6% | +38.0% |
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