+5,556.9%
HUM vs BBWI
+930.0%
+4,626.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | +0.4% |
| 7D | -0.2% | -4.4% | +4.2% | +0.6% |
| 30D | +3.7% | -7.4% | +11.1% | +4.8% |
| 3M | +10.4% | -2.2% | +12.6% | +9.9% |
| 6M | +125.7% | -16.3% | +142.0% | +129.0% |
| YTD | +57.3% | -9.1% | +66.5% | +56.5% |
| 1Y | +48.6% | -34.5% | +83.2% | +55.9% |
| 3Y | -11.3% | -47.0% | +35.6% | -7.3% |
| 5Y | +0.8% | -68.8% | +69.7% | +12.3% |
| 10Y | +146.7% | -57.4% | +204.0% | +120.0% |
| All | +5,556.9% | +930.0% | +4,626.9% | +1,861.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling