+5,695.2%
HUM vs BRO
+25,535.4%
-19,840.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | -7.3% | +9.4% | +3.8% |
| 30D | +5.4% | -6.9% | +12.2% | +7.0% |
| 3M | +11.4% | +10.7% | +0.7% | +8.4% |
| 6M | +141.5% | -2.7% | +144.2% | +141.3% |
| YTD | +61.2% | -16.3% | +77.5% | +67.1% |
| 1Y | +49.2% | -29.1% | +78.2% | +60.2% |
| 3Y | -9.0% | -7.8% | -1.2% | -7.9% |
| 5Y | +7.2% | +18.7% | -11.6% | +1.7% |
| 10Y | +152.7% | +291.9% | -139.2% | +91.7% |
| All | +5,695.2% | +25,535.4% | -19,840.2% | +3,270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling