+4.8%
HUM vs GPC
+29.3%
-24.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.4% | -1.8% | +0.3% | -1.2% |
| 30D | +7.5% | +0.1% | +7.4% | +7.4% |
| 3M | +10.2% | +37.4% | -27.1% | +4.1% |
| 6M | +132.5% | +25.4% | +107.1% | +122.9% |
| YTD | +57.6% | +12.2% | +45.4% | +53.2% |
| 1Y | +48.6% | -0.3% | +48.9% | +48.1% |
| 3Y | -11.2% | -1.6% | -9.6% | -12.7% |
| 5Y | +4.8% | +31.0% | -26.2% | -8.9% |
| All | +4.8% | +29.3% | -24.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling