+7,924.2%
BNY vs HUM
+5,678.7%
+2,245.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 6M | +40.0% | +141.5% | -101.5% | +14.7% |
| YTD | +42.0% | +61.2% | -19.2% | +25.7% |
| 1Y | +56.9% | +49.2% | +7.7% | +40.2% |
| 3Y | +289.9% | -9.0% | +298.9% | +274.0% |
| 5Y | +259.2% | +7.2% | +252.0% | +226.3% |
| 10Y | +413.3% | +152.7% | +260.6% | +277.0% |
| All | +7,924.2% | +5,678.7% | +2,245.4% | +2,499.3% |
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