+409.1%
HUM vs BURL
+970.5%
-561.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.6% |
| 7D | +4.6% | +4.1% | +0.6% | +3.9% |
| 30D | +9.6% | -9.5% | +19.1% | +11.3% |
| 3M | +18.4% | -33.5% | +51.9% | +26.3% |
| 6M | +76.9% | -22.1% | +99.0% | +82.5% |
| YTD | +71.0% | -14.6% | +85.5% | +73.1% |
| 1Y | +75.0% | -8.4% | +83.3% | +74.2% |
| 3Y | -7.7% | +86.6% | -94.2% | -21.9% |
| 5Y | +0.6% | -17.2% | +17.8% | -3.0% |
| 10Y | +182.1% | +256.4% | -74.3% | +92.4% |
| All | +409.1% | +970.5% | -561.4% | +189.8% |
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 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