-11.1%
HUM vs BWA
+68.2%
-79.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | +7.5% | -5.5% | +13.0% | +7.8% |
| 3M | +10.2% | -7.6% | +17.8% | +10.6% |
| 6M | +132.5% | +25.0% | +107.6% | +129.2% |
| YTD | +57.6% | +47.0% | +10.7% | +52.1% |
| 1Y | +48.6% | +54.0% | -5.4% | +42.8% |
| All | -11.1% | +68.2% | -79.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling