+49.2%
HUM vs BWA
+55.6%
-6.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.2% |
| 7D | +2.1% | -1.3% | +3.4% | +2.1% |
| 30D | +5.4% | -2.9% | +8.3% | +5.5% |
| 3M | +11.4% | -10.7% | +22.1% | +11.7% |
| 6M | +141.5% | +26.5% | +115.0% | +139.5% |
| YTD | +61.2% | +49.1% | +12.1% | +48.8% |
| 1Y | +49.2% | +52.1% | -2.9% | +36.5% |
| All | +49.2% | +55.6% | -6.4% | +36.5% |
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