-9.0%
HUM vs GME
+18.5%
-27.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.5% | +2.3% |
| 7D | +2.1% | +10.4% | -8.3% | +2.0% |
| 30D | +5.4% | +14.1% | -8.7% | +5.4% |
| 3M | +11.4% | -4.6% | +16.1% | +11.4% |
| 6M | +141.5% | -13.5% | +155.0% | +141.5% |
| YTD | +61.2% | +5.3% | +55.9% | +61.0% |
| 1Y | +49.2% | -14.9% | +64.0% | +49.0% |
| 3Y | -9.0% | +24.3% | -33.3% | -7.9% |
| All | -9.0% | +18.5% | -27.5% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling