+72.4%
BA vs HUM
+146.7%
-74.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.8% |
| 7D | -1.2% | -0.2% | -0.9% | -1.1% |
| 30D | -11.3% | +3.7% | -15.0% | -12.4% |
| 3M | -3.8% | +10.4% | -14.2% | -7.0% |
| 6M | -8.3% | +125.7% | -134.0% | -29.6% |
| YTD | -4.9% | +57.3% | -62.3% | -19.5% |
| 1Y | -10.1% | +48.6% | -58.7% | -23.1% |
| 3Y | -2.3% | -11.3% | +9.0% | -3.9% |
| 5Y | -3.5% | +0.8% | -4.3% | -15.8% |
| All | +72.4% | +146.7% | -74.2% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling