+75.3%
HUM vs GLXY
+3.8%
+71.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +2.2% |
| 7D | +2.1% | -7.3% | +9.4% | +2.3% |
| 30D | +5.4% | +15.7% | -10.4% | +4.8% |
| 3M | +11.4% | -26.7% | +38.1% | +11.8% |
| 6M | +141.5% | +13.7% | +127.8% | +139.2% |
| YTD | +61.2% | +9.1% | +52.1% | +58.7% |
| 1Y | +49.2% | -15.5% | +64.6% | +49.0% |
| All | +75.3% | +3.8% | +71.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling