+5.3%
HUM vs BB
-26.5%
+31.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +2.2% |
| 7D | +2.1% | -0.4% | +2.4% | +2.1% |
| 30D | +5.4% | -12.5% | +17.9% | +6.2% |
| 3M | +11.4% | -17.4% | +28.9% | +12.5% |
| 6M | +141.5% | +119.1% | +22.4% | +132.8% |
| YTD | +61.2% | +102.4% | -41.2% | +55.8% |
| 1Y | +49.2% | +98.2% | -49.0% | +44.0% |
| 3Y | -9.0% | +46.9% | -56.0% | -12.2% |
| All | +5.3% | -26.5% | +31.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling