-9.0%
HUM vs GFS
-19.7%
+10.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.1% |
| 7D | +2.1% | +3.8% | -1.8% | +1.8% |
| 30D | +5.4% | -11.7% | +17.1% | +6.3% |
| 3M | +11.4% | -41.8% | +53.2% | +15.1% |
| 6M | +141.5% | +6.6% | +134.9% | +137.0% |
| YTD | +61.2% | +34.6% | +26.5% | +53.6% |
| 1Y | +49.2% | +46.2% | +3.0% | +40.8% |
| 3Y | -9.0% | -20.3% | +11.3% | -11.2% |
| All | -9.0% | -19.7% | +10.7% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling