+4.8%
HUM vs BUD
+44.8%
-40.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | -3.2% | +1.8% | -1.0% |
| 30D | +7.5% | -3.7% | +11.2% | +8.0% |
| 3M | +10.2% | -4.4% | +14.7% | +10.7% |
| 6M | +132.5% | +7.7% | +124.8% | +128.6% |
| YTD | +57.6% | +23.1% | +34.6% | +51.2% |
| 1Y | +48.6% | +33.6% | +15.0% | +40.4% |
| 3Y | -11.2% | +44.7% | -55.9% | -17.5% |
| 5Y | +4.8% | +44.9% | -40.1% | -4.1% |
| All | +4.8% | +44.8% | -40.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling