+36.6%
BP vs HUM
+51.1%
-14.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -8.4% | +1.6% | -10.0% | -8.4% |
| 30D | +2.2% | +3.5% | -1.3% | +2.3% |
| 3M | +8.8% | +15.5% | -6.7% | +9.1% |
| 6M | -0.5% | +76.2% | -76.7% | +0.8% |
| YTD | +36.2% | +64.5% | -28.3% | +37.4% |
| 1Y | +36.6% | +50.0% | -13.5% | +39.4% |
| All | +36.6% | +51.1% | -14.5% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling