+5,695.2%
HUM vs GSK
+1,642.1%
+4,053.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 6M | +141.5% | -11.1% | +152.6% | +149.3% |
| YTD | +61.2% | +0.7% | +60.4% | +58.6% |
| 1Y | +49.2% | +20.1% | +29.0% | +37.3% |
| 3Y | -9.0% | +46.1% | -55.2% | -23.4% |
| 5Y | +7.2% | +48.2% | -41.1% | -11.4% |
| 10Y | +152.7% | +80.1% | +72.6% | +93.8% |
| All | +5,695.2% | +1,642.1% | +4,053.1% | +1,706.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling