-9.0%
HUM vs GRMN
+189.8%
-198.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.6% | +1.9% |
| 7D | +2.1% | +2.0% | 0.0% | +1.9% |
| 30D | +5.4% | -8.8% | +14.2% | +6.3% |
| 3M | +11.4% | +19.0% | -7.6% | +9.1% |
| 6M | +141.5% | +20.7% | +120.8% | +135.6% |
| YTD | +61.2% | +40.5% | +20.7% | +53.8% |
| 1Y | +49.2% | +19.1% | +30.0% | +45.1% |
| 3Y | -9.0% | +182.7% | -191.7% | -6.7% |
| All | -9.0% | +189.8% | -198.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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