+30.6%
HUM vs GME
-15.8%
+46.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +4.2% | +7.2% | -3.1% | +4.5% |
| 30D | +10.4% | +0.8% | +9.6% | +10.4% |
| 3M | +15.1% | -14.0% | +29.0% | +14.2% |
| 6M | +120.9% | -19.7% | +140.7% | +117.3% |
| YTD | +57.9% | -4.6% | +62.5% | +55.3% |
| 1Y | +30.6% | -14.3% | +44.9% | +14.1% |
| All | +30.6% | -15.8% | +46.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling