+71.8%
HUM vs GLXY
+12.0%
+59.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +4.2% | +13.4% | -9.3% | +3.7% |
| 30D | +10.4% | +38.1% | -27.7% | +9.1% |
| 3M | +15.1% | -7.3% | +22.4% | +14.7% |
| 6M | +120.9% | +8.2% | +112.7% | +118.5% |
| YTD | +57.9% | +17.8% | +40.2% | +55.1% |
| 1Y | +30.6% | +14.9% | +15.6% | +30.8% |
| All | +71.8% | +12.0% | +59.8% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling