-9.0%
HUM vs GNRC
+61.6%
-70.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +2.1% |
| 7D | +2.1% | -0.2% | +2.2% | +2.1% |
| 30D | +5.4% | -15.7% | +21.1% | +6.1% |
| 3M | +11.4% | -27.3% | +38.7% | +12.7% |
| 6M | +141.5% | -12.1% | +153.6% | +141.0% |
| YTD | +61.2% | +37.1% | +24.1% | +56.8% |
| 1Y | +49.2% | -0.5% | +49.6% | +47.3% |
| 3Y | -9.0% | +61.5% | -70.6% | +1.1% |
| All | -9.0% | +61.6% | -70.6% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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