+152.3%
HUM vs BAH
+207.9%
-55.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.1% | +4.3% | -2.2% | +0.9% |
| 30D | +5.4% | -2.5% | +7.8% | +5.9% |
| 3M | +11.4% | -0.9% | +12.4% | +11.1% |
| 6M | +141.5% | +1.5% | +140.0% | +138.2% |
| YTD | +61.2% | -8.0% | +69.2% | +62.9% |
| 1Y | +49.2% | -24.7% | +73.9% | +58.6% |
| 3Y | -9.0% | -28.4% | +19.4% | -7.4% |
| 5Y | +7.2% | +2.8% | +4.4% | -6.1% |
| All | +152.3% | +207.9% | -55.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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