+49.2%
HUM vs GTLB
-4.2%
+53.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.3% |
| 7D | +2.1% | -5.7% | +7.8% | +2.4% |
| 30D | +5.4% | +15.1% | -9.8% | +4.4% |
| 3M | +11.4% | +65.5% | -54.0% | +7.7% |
| 6M | +141.5% | +102.9% | +38.6% | +129.9% |
| YTD | +61.2% | +25.2% | +36.0% | +56.0% |
| 1Y | +49.2% | -5.5% | +54.7% | +51.6% |
| All | +49.2% | -4.2% | +53.4% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling