+4,155.4%
HUM vs BWA
+3,424.3%
+731.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | +2.1% | +4.3% | -2.2% | +0.9% |
| 30D | +4.7% | -2.9% | +7.6% | +5.3% |
| 3M | +13.5% | -12.4% | +25.9% | +17.0% |
| 6M | +126.7% | +28.6% | +98.1% | +110.0% |
| YTD | +58.5% | +48.2% | +10.3% | +39.4% |
| 1Y | +31.7% | +50.9% | -19.2% | +15.1% |
| 3Y | -10.6% | +72.2% | -82.8% | -26.9% |
| 5Y | +2.5% | +91.1% | -88.6% | -21.5% |
| 10Y | +148.7% | +144.0% | +4.7% | +65.0% |
| All | +4,155.4% | +3,424.3% | +731.1% | +1,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling