+8.0%
HUM vs BURL
-10.8%
+18.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +1.7% |
| 7D | +3.7% | -1.6% | +5.3% | +3.8% |
| 30D | +5.5% | -7.7% | +13.3% | +6.1% |
| 3M | +17.1% | -31.7% | +48.8% | +20.4% |
| 6M | +48.3% | -15.2% | +63.4% | +49.1% |
| YTD | +77.4% | -15.9% | +93.3% | +78.3% |
| 1Y | +92.6% | -14.2% | +106.8% | +92.9% |
| 3Y | -6.1% | +93.5% | -99.6% | -12.4% |
| All | +8.0% | -10.8% | +18.8% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling