+370.3%
HUM vs BURL
+1,051.1%
-680.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | +4.2% | -2.8% | +6.9% | +4.6% |
| 30D | +10.4% | -28.2% | +38.5% | +16.6% |
| 3M | +15.1% | -17.6% | +32.7% | +18.4% |
| 6M | +120.9% | -11.8% | +132.7% | +123.2% |
| YTD | +57.9% | -8.1% | +66.1% | +58.4% |
| 1Y | +30.6% | -12.0% | +42.5% | +31.4% |
| 3Y | -9.6% | +63.3% | -72.9% | -21.3% |
| 5Y | +1.6% | -10.8% | +12.4% | -3.1% |
| 10Y | +146.4% | +215.9% | -69.5% | +72.3% |
| All | +370.3% | +1,051.1% | -680.8% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling