+120.2%
BKR vs HUM
+152.7%
-32.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.1% |
| 7D | -7.0% | +2.1% | -9.0% | -7.5% |
| 30D | -8.1% | +5.4% | -13.5% | -9.3% |
| 3M | -6.6% | +11.4% | -18.0% | -9.5% |
| 6M | +0.9% | +141.5% | -140.6% | -20.3% |
| YTD | +31.1% | +61.2% | -30.1% | +13.8% |
| 1Y | +27.7% | +49.2% | -21.4% | +12.3% |
| 3Y | +71.2% | -9.0% | +80.3% | +67.8% |
| 5Y | +177.6% | +7.2% | +170.5% | +142.2% |
| All | +120.2% | +152.7% | -32.5% | +62.7% |
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 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