+57.5%
HUM vs GWRE
-24.6%
+82.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | -1.2% | +4.5% | -5.7% | -1.4% |
| 30D | +2.1% | +1.7% | +0.4% | +2.0% |
| 3M | +13.4% | +4.4% | +9.0% | +12.9% |
| 6M | +72.7% | +19.5% | +53.2% | +70.1% |
| YTD | +62.3% | -16.7% | +79.1% | +63.2% |
| 1Y | +57.5% | -24.0% | +81.5% | +69.1% |
| All | +57.5% | -24.6% | +82.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling