+3,304.4%
HUM vs GME
+1,127.7%
+2,176.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.0% |
| 7D | -0.2% | +4.8% | -5.1% | -0.4% |
| 30D | +3.7% | +5.9% | -2.1% | +3.5% |
| 3M | +10.4% | -10.7% | +21.1% | +10.8% |
| 6M | +125.7% | -19.8% | +145.5% | +127.3% |
| YTD | +57.3% | -0.9% | +58.3% | +57.0% |
| 1Y | +48.6% | -15.7% | +64.3% | +49.1% |
| 3Y | -11.3% | +12.3% | -23.6% | -16.5% |
| 5Y | +0.8% | -60.1% | +60.9% | -3.8% |
| 10Y | +146.7% | +265.3% | -118.7% | +27.6% |
| All | +3,304.4% | +1,127.7% | +2,176.7% | +1,119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling