-9.0%
HUM vs BNS
+130.5%
-139.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | +5.4% | +3.5% | +1.9% | +4.8% |
| 3M | +11.4% | +14.1% | -2.7% | +9.6% |
| 6M | +141.5% | +33.8% | +107.7% | +131.9% |
| YTD | +61.2% | +29.5% | +31.7% | +55.4% |
| 1Y | +49.2% | +48.4% | +0.7% | +41.7% |
| 3Y | -9.0% | +129.6% | -138.6% | -13.1% |
| All | -9.0% | +130.5% | -139.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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