+71.1%
BA vs HUM
+147.1%
-76.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | -12.2% | +7.5% | -19.7% | -14.2% |
| 3M | -2.0% | +10.2% | -12.2% | -5.3% |
| 6M | -6.0% | +132.5% | -138.5% | -28.5% |
| YTD | -5.7% | +57.6% | -63.3% | -20.1% |
| 1Y | -10.0% | +48.6% | -58.6% | -23.0% |
| 3Y | -3.1% | -11.2% | +8.1% | -4.7% |
| 5Y | -2.6% | +4.8% | -7.4% | -16.8% |
| All | +71.1% | +147.1% | -76.0% | +6.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling