+152.3%
HUM vs BAX
-38.1%
+190.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.7% |
| 7D | +2.1% | -7.9% | +9.9% | +4.2% |
| 30D | +5.4% | -11.7% | +17.0% | +8.7% |
| 3M | +11.4% | +16.2% | -4.8% | +6.0% |
| 6M | +141.5% | +32.0% | +109.5% | +120.7% |
| YTD | +61.2% | +24.7% | +36.5% | +48.1% |
| 1Y | +49.2% | -2.6% | +51.8% | +46.5% |
| 3Y | -9.0% | -35.0% | +25.9% | -2.7% |
| 5Y | +7.2% | -67.6% | +74.7% | +50.4% |
| All | +152.3% | -38.1% | +190.4% | +220.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling