+906.7%
BSX vs HUM
+6,047.4%
-5,140.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -8.2% | -1.4% | -6.8% | -8.0% |
| 30D | -15.8% | +7.5% | -23.3% | -17.0% |
| 3M | -10.8% | +10.2% | -21.1% | -12.8% |
| 6M | -38.4% | +132.5% | -170.9% | -48.0% |
| YTD | -54.8% | +57.6% | -112.4% | -59.3% |
| 1Y | -59.0% | +48.6% | -107.6% | -62.9% |
| 3Y | -20.0% | -11.2% | -8.8% | -22.6% |
| 5Y | -3.1% | +4.8% | -7.9% | -10.6% |
| 10Y | +83.3% | +147.1% | -63.8% | +42.3% |
| All | +906.7% | +6,047.4% | -5,140.7% | +279.9% |
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 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