-14.7%
BA vs HUM
-6.1%
-8.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.4% | +6.9% | -8.3% | -2.0% |
| 30D | -7.9% | +3.2% | -11.1% | -8.2% |
| 3M | -25.2% | +20.0% | -45.1% | -26.4% |
| 6M | -26.7% | +63.5% | -90.2% | -29.7% |
| YTD | -19.6% | +75.9% | -95.5% | -24.0% |
| 1Y | -10.6% | +85.7% | -96.3% | -15.9% |
| All | -14.7% | -6.1% | -8.6% | -20.3% |
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