+152.3%
HUM vs GME
+285.6%
-133.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.5% | +2.2% |
| 7D | +2.1% | +10.4% | -8.3% | +2.0% |
| 30D | +5.4% | +14.1% | -8.7% | +5.3% |
| 3M | +11.4% | -4.6% | +16.1% | +11.4% |
| 6M | +141.5% | -13.5% | +155.0% | +141.7% |
| YTD | +61.2% | +5.3% | +55.9% | +61.0% |
| 1Y | +49.2% | -14.9% | +64.0% | +49.2% |
| 3Y | -9.0% | +24.3% | -33.3% | -10.4% |
| 5Y | +7.2% | -55.6% | +62.7% | +5.9% |
| All | +152.3% | +285.6% | -133.3% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling