-21.2%
BSX vs HUM
-9.4%
-11.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -0.3% |
| 7D | -10.1% | +2.1% | -12.1% | -10.1% |
| 30D | -16.4% | +5.4% | -21.8% | -16.5% |
| 3M | -8.9% | +11.4% | -20.3% | -9.2% |
| 6M | -38.3% | +141.5% | -179.8% | -40.5% |
| YTD | -54.9% | +61.2% | -116.1% | -55.8% |
| 1Y | -58.8% | +49.2% | -108.0% | -59.6% |
| 3Y | -21.2% | -9.0% | -12.2% | -25.9% |
| All | -21.2% | -9.4% | -11.9% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling