+152.3%
HUM vs BRO
+294.2%
-142.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +2.1% | -7.3% | +9.4% | +5.6% |
| 30D | +5.4% | -6.9% | +12.2% | +8.6% |
| 3M | +11.4% | +10.7% | +0.7% | +4.8% |
| 6M | +141.5% | -2.7% | +144.2% | +140.5% |
| YTD | +61.2% | -16.3% | +77.5% | +74.1% |
| 1Y | +49.2% | -29.1% | +78.2% | +73.9% |
| 3Y | -9.0% | -7.8% | -1.2% | -8.0% |
| 5Y | +7.2% | +18.7% | -11.6% | -9.5% |
| All | +152.3% | +294.2% | -142.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling