-9.0%
HUM vs GTLB
-10.9%
+1.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.3% |
| 7D | +2.1% | -5.7% | +7.8% | +2.5% |
| 30D | +5.4% | +15.1% | -9.8% | +4.2% |
| 3M | +11.4% | +65.5% | -54.0% | +7.1% |
| 6M | +141.5% | +102.9% | +38.6% | +127.8% |
| YTD | +61.2% | +25.2% | +36.0% | +57.1% |
| 1Y | +49.2% | -5.5% | +54.7% | +48.2% |
| 3Y | -9.0% | -10.9% | +1.8% | -12.5% |
| All | -9.0% | -10.9% | +1.9% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling