+2,390.8%
HUM vs BB
+261.2%
+2,129.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | -0.2% | +1.8% | -2.1% | -0.4% |
| 30D | +3.7% | -12.2% | +15.9% | +4.6% |
| 3M | +10.4% | -12.3% | +22.7% | +11.1% |
| 6M | +125.7% | +122.7% | +3.0% | +111.6% |
| YTD | +57.3% | +104.5% | -47.1% | +48.4% |
| 1Y | +48.6% | +106.7% | -58.0% | +39.6% |
| 3Y | -11.3% | +70.0% | -81.3% | -17.6% |
| 5Y | +0.8% | -27.8% | +28.6% | -2.3% |
| 10Y | +146.7% | +2.4% | +144.3% | +112.8% |
| All | +2,390.8% | +261.2% | +2,129.7% | +1,667.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling