-11.2%
HUM vs GPC
-1.1%
-10.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.8% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +3.7% | +1.3% | +2.4% | +3.6% |
| 3M | +10.4% | +37.1% | -26.7% | +6.5% |
| 6M | +125.7% | +23.2% | +102.5% | +120.8% |
| YTD | +57.3% | +13.1% | +44.3% | +54.5% |
| 1Y | +48.6% | +0.9% | +47.8% | +48.6% |
| All | -11.2% | -1.1% | -10.1% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling