+5,695.2%
HUM vs BN
+14,455.4%
-8,760.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.1% |
| 7D | +2.1% | -5.2% | +7.2% | +3.6% |
| 30D | +5.4% | -14.5% | +19.9% | +10.1% |
| 3M | +11.4% | -15.0% | +26.4% | +16.5% |
| 6M | +141.5% | -5.4% | +146.9% | +143.6% |
| YTD | +61.2% | -16.4% | +77.6% | +67.9% |
| 1Y | +49.2% | -16.2% | +65.4% | +54.8% |
| 3Y | -9.0% | +67.5% | -76.6% | -25.7% |
| 5Y | +7.2% | +34.1% | -27.0% | -8.9% |
| 10Y | +152.7% | +261.8% | -109.1% | +54.9% |
| All | +5,695.2% | +14,455.4% | -8,760.2% | +1,383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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