+39.8%
BKNG vs HUM
-11.4%
+51.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -10.7% | -1.4% | -9.2% | -10.6% |
| 30D | -18.1% | +7.5% | -25.6% | -18.4% |
| 3M | +8.5% | +10.2% | -1.7% | +8.0% |
| 6M | -0.1% | +132.5% | -132.6% | -3.9% |
| YTD | -18.2% | +57.6% | -75.8% | -20.2% |
| 1Y | -19.9% | +48.6% | -68.4% | -21.7% |
| All | +39.8% | -11.4% | +51.2% | +36.6% |
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