+4.8%
HUM vs ARWR
+26.4%
-21.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 6M | +132.5% | +39.8% | +92.7% | +125.0% |
| YTD | +57.6% | +24.7% | +33.0% | +53.6% |
| 1Y | +48.6% | +186.5% | -137.9% | +35.8% |
| 3Y | -11.2% | +176.8% | -187.9% | -20.8% |
| 5Y | +4.8% | +29.3% | -24.5% | -5.0% |
| All | +4.8% | +26.4% | -21.5% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling