+406.7%
BNY vs HUM
+152.7%
+254.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.4% |
| 7D | -1.3% | +2.1% | -3.4% | -1.8% |
| 30D | -0.2% | +5.4% | -5.6% | -1.3% |
| 3M | +14.9% | +11.4% | +3.5% | +12.0% |
| 6M | +40.0% | +141.5% | -101.5% | +14.7% |
| YTD | +42.0% | +61.2% | -19.2% | +25.9% |
| 1Y | +56.9% | +49.2% | +7.7% | +40.6% |
| 3Y | +289.9% | -9.0% | +298.9% | +284.8% |
| 5Y | +259.2% | +7.2% | +252.0% | +222.8% |
| All | +406.7% | +152.7% | +254.0% | +246.7% |
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