-9.0%
HUM vs GH
+363.0%
-372.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +2.1% | -2.5% | +4.6% | +2.3% |
| 30D | +5.4% | -4.7% | +10.1% | +5.8% |
| 3M | +11.4% | +20.2% | -8.8% | +9.3% |
| 6M | +141.5% | +78.8% | +62.7% | +128.2% |
| YTD | +61.2% | +54.1% | +7.1% | +54.0% |
| 1Y | +49.2% | +177.1% | -127.9% | +35.0% |
| 3Y | -9.0% | +371.6% | -380.7% | -22.1% |
| All | -9.0% | +363.0% | -372.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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