+391.9%
BAC vs HUM
+147.1%
+244.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | -1.4% | +1.2% | +0.1% |
| 30D | -1.8% | +7.5% | -9.2% | -3.5% |
| 3M | +15.3% | +10.2% | +5.1% | +12.1% |
| 6M | +30.2% | +132.5% | -102.4% | +3.8% |
| YTD | +15.6% | +57.6% | -42.1% | +0.7% |
| 1Y | +27.5% | +48.6% | -21.1% | +11.9% |
| 3Y | +137.0% | -11.2% | +148.2% | +133.9% |
| 5Y | +75.6% | +4.8% | +70.8% | +55.6% |
| All | +391.9% | +147.1% | +244.8% | +193.2% |
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