+5.3%
HUM vs BBWI
-67.2%
+72.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.4% | -4.2% | +1.6% |
| 7D | +2.1% | -4.8% | +6.9% | +2.5% |
| 30D | +5.4% | +3.5% | +1.9% | +4.8% |
| 3M | +11.4% | -0.3% | +11.7% | +10.9% |
| 6M | +141.5% | -5.4% | +146.9% | +140.5% |
| YTD | +61.2% | -4.7% | +65.9% | +60.2% |
| 1Y | +49.2% | -30.5% | +79.6% | +52.3% |
| 3Y | -9.0% | -44.3% | +35.3% | -6.4% |
| All | +5.3% | -67.2% | +72.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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