-9.0%
HUM vs BDX
-10.0%
+0.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +2.1% | -3.2% | +5.2% | +2.8% |
| 30D | +5.4% | -2.5% | +7.9% | +5.9% |
| 3M | +11.4% | +21.4% | -10.0% | +6.0% |
| 6M | +141.5% | +10.4% | +131.1% | +135.2% |
| YTD | +61.2% | +18.8% | +42.4% | +52.7% |
| 1Y | +49.2% | +21.7% | +27.5% | +40.4% |
| 3Y | -9.0% | -10.0% | +0.9% | -8.2% |
| All | -9.0% | -10.0% | +0.9% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling