+50.0%
HUM vs GPN
+20.6%
+29.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +1.6% | +15.0% | -13.4% | 0.0% |
| 30D | +3.5% | +16.9% | -13.4% | +1.7% |
| 3M | +15.5% | +9.2% | +6.3% | +14.2% |
| 6M | +76.2% | +34.7% | +41.5% | +68.4% |
| YTD | +64.5% | +25.4% | +39.1% | +66.3% |
| 1Y | +50.0% | +21.7% | +28.3% | +55.4% |
| All | +50.0% | +20.6% | +29.4% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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