+5,600.3%
HUM vs BAX
+862.9%
+4,737.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.1% | +1.6% |
| 7D | +2.1% | -2.4% | +4.5% | +2.9% |
| 30D | +4.7% | -9.7% | +14.4% | +8.1% |
| 3M | +13.5% | +29.3% | -15.8% | +3.1% |
| 6M | +126.7% | +40.7% | +86.0% | +98.8% |
| YTD | +58.5% | +30.3% | +28.3% | +41.1% |
| 1Y | +31.7% | +3.4% | +28.3% | +26.0% |
| 3Y | -10.6% | -32.0% | +21.4% | -5.7% |
| 5Y | +2.5% | -66.9% | +69.3% | +36.7% |
| 10Y | +148.7% | -37.1% | +185.7% | +159.0% |
| All | +5,600.3% | +862.9% | +4,737.4% | +1,940.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling