-9.0%
HUM vs BROS
+59.1%
-68.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | +2.1% | -5.8% | +7.8% | +2.2% |
| 30D | +5.4% | -14.0% | +19.3% | +5.8% |
| 3M | +11.4% | -32.5% | +43.9% | +12.4% |
| 6M | +141.5% | -14.9% | +156.4% | +141.8% |
| YTD | +61.2% | -28.3% | +89.5% | +61.9% |
| 1Y | +49.2% | -34.0% | +83.1% | +50.1% |
| 3Y | -9.0% | +63.0% | -72.0% | -11.4% |
| All | -9.0% | +59.1% | -68.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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