+1,003.0%
BE vs HUM
+39.3%
+963.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.4% | +6.0% |
| 7D | +9.0% | +2.1% | +7.0% | +8.4% |
| 30D | +16.3% | +5.4% | +10.9% | +14.6% |
| 3M | +10.8% | +11.4% | -0.6% | +7.4% |
| 6M | +73.2% | +141.5% | -68.3% | +32.4% |
| YTD | +217.4% | +61.2% | +156.2% | +168.1% |
| 1Y | +309.8% | +49.2% | +260.6% | +248.8% |
| 3Y | +1,726.2% | -9.0% | +1,735.2% | +1,721.6% |
| 5Y | +1,306.2% | +7.2% | +1,299.0% | +1,088.2% |
| All | +1,003.0% | +39.3% | +963.7% | +637.1% |
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