+5.3%
HUM vs BHP
+110.7%
-105.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | -3.6% | +5.7% | +2.3% |
| 30D | +5.4% | -1.2% | +6.6% | +5.4% |
| 3M | +11.4% | +1.2% | +10.2% | +11.3% |
| 6M | +141.5% | +21.4% | +120.1% | +138.5% |
| YTD | +61.2% | +50.4% | +10.8% | +57.1% |
| 1Y | +49.2% | +67.5% | -18.4% | +44.3% |
| 3Y | -9.0% | +72.8% | -81.9% | -12.3% |
| All | +5.3% | +110.7% | -105.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling