+5.3%
HUM vs BLDR
+10.9%
-5.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.1% |
| 7D | +2.1% | -8.2% | +10.3% | +2.7% |
| 30D | +5.4% | -16.6% | +22.0% | +6.8% |
| 3M | +11.4% | -23.2% | +34.6% | +13.4% |
| 6M | +141.5% | -33.7% | +175.2% | +148.5% |
| YTD | +61.2% | -41.3% | +102.5% | +67.6% |
| 1Y | +49.2% | -58.8% | +108.0% | +59.5% |
| 3Y | -9.0% | -57.5% | +48.4% | -4.4% |
| All | +5.3% | +10.9% | -5.6% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling