-11.1%
HUM vs BLDR
-58.1%
+47.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.3% |
| 7D | -1.4% | -8.1% | +6.7% | -1.1% |
| 30D | +7.5% | -21.5% | +29.0% | +8.6% |
| 3M | +10.2% | -21.0% | +31.2% | +11.1% |
| 6M | +132.5% | -37.1% | +169.6% | +137.3% |
| YTD | +57.6% | -42.7% | +100.3% | +61.8% |
| 1Y | +48.6% | -58.0% | +106.5% | +53.8% |
| All | -11.1% | -58.1% | +47.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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