-0.3%
BA vs HUM
-11.4%
+11.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +2.5% | +2.1% | +0.4% | +2.3% |
| 30D | -10.1% | +4.7% | -14.8% | -10.4% |
| 3M | -2.4% | +13.5% | -15.9% | -3.4% |
| 6M | -8.8% | +126.7% | -135.5% | -14.3% |
| YTD | -2.9% | +58.5% | -61.5% | -7.0% |
| 1Y | -8.8% | +31.7% | -40.5% | -11.9% |
| 3Y | -0.3% | -10.6% | +10.4% | -7.3% |
| All | -0.3% | -11.4% | +11.2% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling