+30.6%
HUM vs GPC
+1.0%
+29.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | +4.2% | +1.2% | +3.0% | +4.2% |
| 30D | +10.4% | +6.0% | +4.4% | +10.4% |
| 3M | +15.1% | +42.6% | -27.6% | +13.3% |
| 6M | +120.9% | +22.8% | +98.2% | +122.3% |
| YTD | +57.9% | +15.5% | +42.5% | +48.2% |
| 1Y | +30.6% | +2.0% | +28.5% | +36.5% |
| All | +30.6% | +1.0% | +29.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling