+2,858.4%
HUM vs ARWR
-98.4%
+2,956.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +3.7% | -17.8% | +21.6% | +3.8% |
| 30D | +5.5% | -18.1% | +23.7% | +5.6% |
| 3M | +17.1% | -44.2% | +61.3% | +17.3% |
| 6M | +48.3% | -38.6% | +86.9% | +48.5% |
| YTD | +77.4% | -28.0% | +105.4% | +77.5% |
| 1Y | +92.6% | +16.1% | +76.4% | +92.4% |
| 3Y | -6.1% | +84.0% | -90.1% | -6.4% |
| 5Y | +6.2% | -35.4% | +41.6% | +6.1% |
| 10Y | +153.6% | +1,043.1% | -889.4% | +151.8% |
| All | +2,858.4% | -98.4% | +2,956.8% | +3,456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling