-11.2%
HUM vs ARWR
+173.2%
-184.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.6% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | +3.7% | -6.5% | +10.2% | +4.1% |
| 3M | +10.4% | +12.7% | -2.3% | +9.3% |
| 6M | +125.7% | +36.2% | +89.5% | +119.3% |
| YTD | +57.3% | +24.5% | +32.9% | +53.6% |
| 1Y | +48.6% | +198.0% | -149.3% | +37.1% |
| All | -11.2% | +173.2% | -184.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling