-9.0%
HUM vs BRKR
-11.8%
+2.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | -8.7% | +10.7% | +3.0% |
| 30D | +5.4% | -9.9% | +15.2% | +6.4% |
| 3M | +11.4% | -3.1% | +14.5% | +11.3% |
| 6M | +141.5% | +45.5% | +96.0% | +130.4% |
| YTD | +61.2% | +13.7% | +47.5% | +57.6% |
| 1Y | +49.2% | +67.4% | -18.3% | +40.6% |
| 3Y | -9.0% | -13.2% | +4.2% | -9.9% |
| All | -9.0% | -11.8% | +2.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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