+65.9%
BLK vs HUM
-9.4%
+75.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +1.5% |
| 7D | -3.3% | +2.1% | -5.4% | -3.4% |
| 30D | -6.5% | +5.4% | -11.9% | -6.9% |
| 3M | +6.7% | +11.4% | -4.7% | +5.8% |
| 6M | +14.7% | +141.5% | -126.8% | +6.9% |
| YTD | +2.5% | +61.2% | -58.7% | -1.6% |
| 1Y | -2.8% | +49.2% | -51.9% | -6.5% |
| 3Y | +65.9% | -9.0% | +74.9% | +52.7% |
| All | +65.9% | -9.4% | +75.2% | +52.7% |
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 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