+661.1%
BX vs HUM
+152.7%
+508.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.8% |
| 7D | -5.6% | +2.1% | -7.7% | -6.1% |
| 30D | -12.2% | +5.4% | -17.6% | -13.6% |
| 3M | +7.4% | +11.4% | -4.0% | +3.6% |
| 6M | +22.2% | +141.5% | -119.3% | -6.5% |
| YTD | -14.0% | +61.2% | -75.2% | -26.8% |
| 1Y | -27.3% | +49.2% | -76.4% | -37.3% |
| 3Y | +24.5% | -9.0% | +33.6% | +21.3% |
| 5Y | +18.9% | +7.2% | +11.7% | +3.2% |
| All | +661.1% | +152.7% | +508.4% | +417.5% |
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