-9.0%
HUM vs BBY
+42.8%
-51.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +2.1% |
| 7D | +2.1% | +0.6% | +1.5% | +2.0% |
| 30D | +5.4% | +9.4% | -4.0% | +4.9% |
| 3M | +11.4% | +19.3% | -7.9% | +10.2% |
| 6M | +141.5% | +47.9% | +93.6% | +135.6% |
| YTD | +61.2% | +39.6% | +21.6% | +58.0% |
| 1Y | +49.2% | +22.2% | +27.0% | +47.2% |
| 3Y | -9.0% | +45.0% | -54.0% | -9.2% |
| All | -9.0% | +42.8% | -51.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling