+148.7%
HUM vs BURL
+206.3%
-57.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.0% |
| 7D | +2.1% | -2.6% | +4.6% | +2.5% |
| 30D | +4.7% | -30.8% | +35.5% | +11.3% |
| 3M | +13.5% | -18.7% | +32.2% | +17.0% |
| 6M | +126.7% | -16.4% | +143.1% | +131.2% |
| YTD | +58.5% | -11.6% | +70.1% | +60.0% |
| 1Y | +31.7% | -12.0% | +43.7% | +32.5% |
| 3Y | -10.6% | +63.6% | -74.3% | -22.4% |
| 5Y | +2.5% | -12.6% | +15.1% | -1.1% |
| 10Y | +148.7% | +206.5% | -57.8% | +71.6% |
| All | +148.7% | +206.3% | -57.7% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling