+31.7%
HUM vs BURL
-12.4%
+44.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.6% |
| 7D | +2.1% | -2.6% | +4.6% | +2.2% |
| 30D | +4.7% | -30.8% | +35.5% | +6.7% |
| 3M | +13.5% | -18.7% | +32.2% | +14.2% |
| 6M | +126.7% | -16.4% | +143.1% | +125.4% |
| YTD | +58.5% | -11.6% | +70.1% | +55.7% |
| 1Y | +31.7% | -12.0% | +43.7% | +42.8% |
| All | +31.7% | -12.4% | +44.1% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling