+1,376.8%
BAC vs HUM
+5,562.3%
-4,185.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +1.1% | +4.2% | -3.1% | +0.1% |
| 30D | -0.4% | +10.4% | -10.8% | -2.7% |
| 3M | +16.9% | +15.1% | +1.8% | +12.8% |
| 6M | +26.6% | +120.9% | -94.3% | +4.3% |
| YTD | +15.8% | +57.9% | -42.1% | +2.1% |
| 1Y | +27.2% | +30.6% | -3.4% | +16.1% |
| 3Y | +132.4% | -9.6% | +142.0% | +122.9% |
| 5Y | +72.6% | +1.6% | +71.0% | +58.0% |
| 10Y | +389.7% | +146.4% | +243.3% | +258.3% |
| All | +1,376.8% | +5,562.3% | -4,185.4% | +420.7% |
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