-9.0%
HUM vs BG
+18.0%
-27.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.6% |
| 7D | +2.1% | +3.1% | -1.1% | +1.5% |
| 30D | +5.4% | +10.2% | -4.8% | +3.5% |
| 3M | +11.4% | -1.7% | +13.1% | +11.6% |
| 6M | +141.5% | +1.0% | +140.5% | +140.4% |
| YTD | +61.2% | +39.9% | +21.3% | +50.7% |
| 1Y | +49.2% | +53.2% | -4.1% | +37.0% |
| 3Y | -9.0% | +16.3% | -25.3% | -8.5% |
| All | -9.0% | +18.0% | -27.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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