+30.6%
HUM vs BDX
+27.3%
+3.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +4.2% | -2.5% | +6.7% | +4.5% |
| 30D | +10.4% | +8.3% | +2.1% | +9.0% |
| 3M | +15.1% | +24.4% | -9.3% | +10.8% |
| 6M | +120.9% | +9.2% | +111.7% | +121.4% |
| YTD | +57.9% | +22.7% | +35.2% | +45.3% |
| 1Y | +30.6% | +25.9% | +4.7% | +19.9% |
| All | +30.6% | +27.3% | +3.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling