-10.6%
BA vs HUM
+51.1%
-61.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +5.9% | +1.6% | +4.3% | +5.7% |
| 30D | -8.2% | +3.5% | -11.7% | -8.6% |
| 3M | -25.4% | +15.5% | -40.9% | -26.8% |
| 6M | -20.0% | +76.2% | -96.2% | -25.7% |
| YTD | -18.5% | +64.5% | -83.0% | -25.0% |
| 1Y | -10.6% | +50.0% | -60.7% | -16.9% |
| All | -10.6% | +51.1% | -61.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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