+4,367.9%
HUM vs BG
+1,169.9%
+3,198.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.7% |
| 7D | +2.1% | +3.1% | -1.1% | +1.2% |
| 30D | +5.4% | +10.2% | -4.8% | +2.7% |
| 3M | +11.4% | -1.7% | +13.1% | +11.6% |
| 6M | +141.5% | +1.0% | +140.5% | +139.7% |
| YTD | +61.2% | +39.9% | +21.3% | +46.8% |
| 1Y | +49.2% | +53.2% | -4.1% | +32.2% |
| 3Y | -9.0% | +16.3% | -25.3% | -14.7% |
| 5Y | +7.2% | +83.9% | -76.7% | -13.3% |
| 10Y | +152.7% | +165.1% | -12.4% | +74.5% |
| All | +4,367.9% | +1,169.9% | +3,198.1% | +2,119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling