+904.9%
HUM vs GNRC
+2,082.9%
-1,178.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +1.9% |
| 7D | +2.1% | -0.2% | +2.2% | +2.1% |
| 30D | +5.4% | -15.7% | +21.1% | +7.8% |
| 3M | +11.4% | -27.3% | +38.7% | +15.8% |
| 6M | +141.5% | -12.1% | +153.6% | +142.8% |
| YTD | +61.2% | +37.1% | +24.1% | +51.0% |
| 1Y | +49.2% | -0.5% | +49.6% | +45.7% |
| 3Y | -9.0% | +61.5% | -70.6% | -19.3% |
| 5Y | +7.2% | -58.6% | +65.7% | +14.2% |
| 10Y | +152.7% | +446.3% | -293.6% | +58.3% |
| All | +904.9% | +2,082.9% | -1,178.1% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling