+50.0%
HUM vs BDX
+54.0%
-4.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -0.8% |
| 7D | +1.6% | +7.2% | -5.6% | +0.7% |
| 30D | +3.5% | +15.8% | -12.3% | +1.8% |
| 3M | +15.5% | +23.7% | -8.2% | +12.8% |
| 6M | +76.2% | +44.8% | +31.4% | +67.7% |
| YTD | +64.5% | +39.8% | +24.8% | +48.8% |
| 1Y | +50.0% | +52.3% | -2.3% | +28.1% |
| All | +50.0% | +54.0% | -4.0% | +28.1% |
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