+1,452.9%
BA vs HUM
+6,259.1%
-4,806.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.3% |
| 7D | -1.1% | +3.7% | -4.8% | -1.8% |
| 30D | -7.1% | +5.5% | -12.6% | -8.1% |
| 3M | -25.5% | +17.1% | -42.7% | -27.9% |
| 6M | -28.7% | +48.3% | -77.0% | -34.1% |
| YTD | -21.0% | +77.4% | -98.4% | -30.2% |
| 1Y | -11.9% | +92.6% | -104.4% | -23.3% |
| 3Y | -16.2% | -6.1% | -10.0% | -19.3% |
| 5Y | -22.4% | +6.2% | -28.6% | -28.1% |
| 10Y | +24.5% | +153.6% | -129.1% | -0.7% |
| All | +1,452.9% | +6,259.1% | -4,806.2% | +582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling