+30.6%
HUM vs BWA
+59.1%
-28.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.4% |
| 7D | +4.2% | +5.7% | -1.5% | +3.8% |
| 30D | +10.4% | +1.4% | +9.0% | +10.2% |
| 3M | +15.1% | -12.1% | +27.1% | +15.6% |
| 6M | +120.9% | +28.6% | +92.4% | +117.4% |
| YTD | +57.9% | +51.1% | +6.8% | +42.1% |
| 1Y | +30.6% | +55.9% | -25.3% | +14.9% |
| All | +30.6% | +59.1% | -28.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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