+1,492.0%
HUM vs BUD
+217.8%
+1,274.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +3.7% | +1.0% | +2.7% | +3.5% |
| 30D | +5.5% | +6.7% | -1.2% | +3.6% |
| 3M | +17.1% | +5.7% | +11.4% | +15.2% |
| 6M | +48.3% | +5.8% | +42.5% | +45.3% |
| YTD | +77.4% | +34.4% | +43.0% | +62.6% |
| 1Y | +92.6% | +33.3% | +59.3% | +77.0% |
| 3Y | -6.1% | +48.8% | -54.9% | -17.2% |
| 5Y | +6.2% | +52.5% | -46.3% | -8.6% |
| 10Y | +153.6% | -4.0% | +157.6% | +134.7% |
| All | +1,492.0% | +217.8% | +1,274.2% | +1,015.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling