+152.3%
HUM vs GPN
+28.5%
+123.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.1% | -4.3% | +6.4% | +3.3% |
| 30D | +5.4% | 0.0% | +5.4% | +5.2% |
| 3M | +11.4% | +35.8% | -24.4% | +1.4% |
| 6M | +141.5% | +22.0% | +119.5% | +124.9% |
| YTD | +61.2% | +15.2% | +46.0% | +51.8% |
| 1Y | +49.2% | +3.5% | +45.7% | +44.8% |
| 3Y | -9.0% | -26.9% | +17.9% | -4.8% |
| 5Y | +7.2% | -44.2% | +51.4% | +18.9% |
| All | +152.3% | +28.5% | +123.8% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling