+146.7%
HUM vs ARWR
+1,080.6%
-933.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.4% | -4.3% | +2.9% | -1.1% |
| 30D | +7.5% | -7.3% | +14.7% | +8.0% |
| 3M | +10.2% | +17.0% | -6.8% | +8.7% |
| 6M | +132.5% | +39.8% | +92.7% | +125.7% |
| YTD | +57.6% | +24.7% | +33.0% | +54.0% |
| 1Y | +48.6% | +186.5% | -137.9% | +36.5% |
| 3Y | -11.2% | +176.8% | -187.9% | -20.6% |
| 5Y | +4.8% | +29.3% | -24.5% | -3.7% |
| All | +146.7% | +1,080.6% | -933.9% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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