+50.0%
HUM vs BAX
+46.0%
+4.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.6% |
| 7D | +1.6% | +4.1% | -2.5% | +1.0% |
| 30D | +3.5% | +9.4% | -5.9% | +2.2% |
| 3M | +15.5% | -6.5% | +22.0% | +16.4% |
| 6M | +76.2% | +59.6% | +16.6% | +61.3% |
| YTD | +64.5% | +38.9% | +25.7% | +41.3% |
| 1Y | +50.0% | +48.0% | +2.0% | +24.1% |
| All | +50.0% | +46.0% | +4.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling