+50.0%
HUM vs BUD
+38.4%
+11.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | 0.0% |
| 7D | +1.6% | +3.3% | -1.8% | +1.7% |
| 30D | +3.5% | +11.8% | -8.3% | +3.9% |
| 3M | +15.5% | -1.1% | +16.6% | +15.3% |
| 6M | +76.2% | +14.9% | +61.3% | +75.4% |
| YTD | +64.5% | +32.6% | +31.9% | +55.5% |
| 1Y | +50.0% | +37.2% | +12.8% | +39.3% |
| All | +50.0% | +38.4% | +11.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling