+134.1%
BP vs HUM
+152.7%
-18.5%
-63.9%
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% | -0.3% |
| 7D | +5.2% | +2.1% | +3.2% | +4.9% |
| 30D | +8.7% | +5.4% | +3.3% | +7.7% |
| 3M | +9.3% | +11.4% | -2.1% | +7.1% |
| 6M | +13.6% | +141.5% | -127.9% | -3.1% |
| YTD | +37.7% | +61.2% | -23.5% | +25.1% |
| 1Y | +40.6% | +49.2% | -8.5% | +29.1% |
| 3Y | +40.3% | -9.0% | +49.4% | +40.4% |
| 5Y | +141.4% | +7.2% | +134.2% | +120.9% |
| All | +134.1% | +152.7% | -18.5% | +69.8% |
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