+12,882.1%
BLK vs HUM
+6,621.1%
+6,261.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +1.1% |
| 7D | -3.3% | +2.1% | -5.4% | -3.7% |
| 30D | -6.5% | +5.4% | -11.9% | -7.6% |
| 3M | +6.7% | +11.4% | -4.7% | +3.9% |
| 6M | +14.7% | +141.5% | -126.8% | -6.5% |
| YTD | +2.5% | +61.2% | -58.7% | -9.4% |
| 1Y | -2.8% | +49.2% | -51.9% | -13.2% |
| 3Y | +65.9% | -9.0% | +74.9% | +59.4% |
| 5Y | +33.0% | +7.2% | +25.8% | +20.7% |
| 10Y | +281.2% | +152.7% | +128.5% | +183.8% |
| All | +12,882.1% | +6,621.1% | +6,261.0% | +5,800.4% |
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