+53.8%
HUM vs BIYA
-99.8%
+153.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.4% |
| 30D | +7.5% | -15.9% | +23.4% | +7.4% |
| 3M | +10.2% | -81.2% | +91.5% | +9.6% |
| 6M | +132.5% | -88.2% | +220.8% | +129.6% |
| YTD | +57.6% | -94.1% | +151.8% | +54.0% |
| 1Y | +48.6% | -98.7% | +147.2% | +38.6% |
| All | +53.8% | -99.8% | +153.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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