+152.3%
HUM vs BWA
+156.8%
-4.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | +2.1% | -1.3% | +3.4% | +2.3% |
| 30D | +5.4% | -2.9% | +8.3% | +5.9% |
| 3M | +11.4% | -10.7% | +22.1% | +13.6% |
| 6M | +141.5% | +26.5% | +115.0% | +128.9% |
| YTD | +61.2% | +49.1% | +12.1% | +45.8% |
| 1Y | +49.2% | +52.1% | -2.9% | +34.2% |
| 3Y | -9.0% | +72.6% | -81.6% | -21.7% |
| 5Y | +7.2% | +89.4% | -82.2% | -13.4% |
| All | +152.3% | +156.8% | -4.5% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling