-11.4%
HUM vs BURL
+63.9%
-75.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | +4.2% | -2.8% | +6.9% | +4.3% |
| 30D | +10.4% | -28.2% | +38.5% | +12.9% |
| 3M | +15.1% | -17.6% | +32.7% | +16.4% |
| 6M | +120.9% | -11.8% | +132.7% | +121.1% |
| YTD | +57.9% | -8.1% | +66.1% | +57.5% |
| 1Y | +30.6% | -12.0% | +42.5% | +30.2% |
| All | -11.4% | +63.9% | -75.4% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling