+152.3%
HUM vs GSK
+80.1%
+72.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +2.1% | -3.5% | +5.6% | +3.3% |
| 30D | +5.4% | -3.4% | +8.8% | +6.5% |
| 3M | +11.4% | -8.1% | +19.5% | +14.3% |
| 6M | +141.5% | -11.1% | +152.6% | +149.6% |
| YTD | +61.2% | +0.7% | +60.4% | +57.9% |
| 1Y | +49.2% | +20.1% | +29.0% | +35.3% |
| 3Y | -9.0% | +46.1% | -55.2% | -26.3% |
| 5Y | +7.2% | +48.2% | -41.1% | -16.0% |
| All | +152.3% | +80.1% | +72.2% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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