+29.7%
HUM vs GH
+473.1%
-443.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -1.4% | -1.2% | -0.2% | -1.3% |
| 30D | +7.5% | -3.7% | +11.2% | +7.8% |
| 3M | +10.2% | +21.7% | -11.5% | +7.8% |
| 6M | +132.5% | +75.7% | +56.8% | +118.3% |
| YTD | +57.6% | +55.7% | +1.9% | +49.5% |
| 1Y | +48.6% | +181.1% | -132.5% | +32.0% |
| 3Y | -11.2% | +371.6% | -382.8% | -27.5% |
| 5Y | +4.8% | +23.2% | -18.4% | -5.0% |
| All | +29.7% | +473.1% | -443.4% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling