+883.5%
BX vs HUM
+651.7%
+231.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -8.9% | -1.4% | -7.5% | -8.5% |
| 30D | -14.8% | +7.5% | -22.3% | -17.0% |
| 3M | +6.9% | +10.2% | -3.3% | +2.7% |
| 6M | +16.3% | +132.5% | -116.2% | -14.9% |
| YTD | -16.1% | +57.6% | -73.7% | -30.7% |
| 1Y | -26.8% | +48.6% | -75.4% | -39.0% |
| 3Y | +22.4% | -11.2% | +33.6% | +16.0% |
| 5Y | +16.0% | +4.8% | +11.2% | -0.6% |
| 10Y | +646.9% | +147.1% | +499.8% | +333.8% |
| All | +883.5% | +651.7% | +231.8% | +150.7% |
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