+3,511.9%
HUM vs GRMN
+6,622.3%
-3,110.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +4.7% | -11.3% | +16.0% | +6.9% |
| 3M | +13.5% | +17.7% | -4.2% | +9.5% |
| 6M | +126.7% | +14.2% | +112.5% | +119.5% |
| YTD | +58.5% | +37.0% | +21.5% | +48.2% |
| 1Y | +31.7% | +17.0% | +14.8% | +26.5% |
| 3Y | -10.6% | +183.2% | -193.8% | -28.6% |
| 5Y | +2.5% | +77.3% | -74.8% | -11.6% |
| 10Y | +148.7% | +630.9% | -482.2% | +66.7% |
| All | +3,511.9% | +6,622.3% | -3,110.4% | +1,538.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling