+1,370.8%
BP vs HUM
+5,584.1%
-4,213.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.4% |
| 7D | +0.9% | +2.1% | -1.2% | +0.6% |
| 30D | +9.1% | +4.7% | +4.4% | +8.4% |
| 3M | +3.9% | +13.5% | -9.6% | +2.0% |
| 6M | +13.6% | +126.7% | -113.0% | +1.3% |
| YTD | +34.0% | +58.5% | -24.5% | +24.6% |
| 1Y | +39.2% | +31.7% | +7.4% | +31.9% |
| 3Y | +36.4% | -10.6% | +47.1% | +33.3% |
| 5Y | +135.8% | +2.5% | +133.3% | +123.5% |
| 10Y | +125.0% | +148.7% | -23.6% | +87.8% |
| All | +1,370.8% | +5,584.1% | -4,213.4% | +700.2% |
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