+49.2%
HUM vs BAX
-0.4%
+49.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.5% |
| 7D | +2.1% | -7.9% | +9.9% | +3.2% |
| 30D | +5.4% | -11.7% | +17.0% | +7.2% |
| 3M | +11.4% | +16.2% | -4.8% | +7.7% |
| 6M | +141.5% | +32.0% | +109.5% | +126.1% |
| YTD | +61.2% | +24.7% | +36.5% | +48.1% |
| 1Y | +49.2% | -2.6% | +51.8% | +46.1% |
| All | +49.2% | -0.4% | +49.5% | +46.1% |
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