+24.5%
BX vs HUM
-9.4%
+33.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +2.2% |
| 7D | -5.6% | +2.1% | -7.7% | -5.8% |
| 30D | -12.2% | +5.4% | -17.6% | -12.7% |
| 3M | +7.4% | +11.4% | -4.0% | +6.0% |
| 6M | +22.2% | +141.5% | -119.3% | +11.2% |
| YTD | -14.0% | +61.2% | -75.2% | -18.7% |
| 1Y | -27.3% | +49.2% | -76.4% | -31.0% |
| 3Y | +24.5% | -9.0% | +33.6% | +6.5% |
| All | +24.5% | -9.4% | +33.9% | +6.5% |
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 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