+668.2%
HUM vs BR
+1,282.8%
-614.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.4% | -6.0% | +4.5% | +0.9% |
| 30D | +7.5% | -0.9% | +8.3% | +7.6% |
| 3M | +10.2% | +16.4% | -6.2% | +2.8% |
| 6M | +132.5% | -8.2% | +140.7% | +137.7% |
| YTD | +57.6% | -23.2% | +80.8% | +72.7% |
| 1Y | +48.6% | -30.9% | +79.5% | +70.0% |
| 3Y | -11.2% | -5.0% | -6.2% | -11.9% |
| 5Y | +4.8% | +8.8% | -4.0% | -3.9% |
| 10Y | +147.1% | +190.1% | -43.0% | +45.4% |
| All | +668.2% | +1,282.8% | -614.7% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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