+50.0%
HUM vs BWA
+17.4%
+32.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +1.6% | -9.9% | +11.5% | +2.0% |
| 30D | +3.5% | -16.4% | +19.9% | +4.3% |
| 3M | +15.5% | -19.8% | +35.3% | +16.5% |
| 6M | +76.2% | -10.0% | +86.2% | +77.5% |
| YTD | +64.5% | +12.7% | +51.8% | +52.8% |
| 1Y | +50.0% | +15.7% | +34.4% | +37.5% |
| All | +50.0% | +17.4% | +32.7% | +37.5% |
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