+5.3%
HUM vs NWSA
+40.0%
-34.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.1% | -2.8% | +4.9% | +2.6% |
| 30D | +5.4% | +3.0% | +2.4% | +4.8% |
| 3M | +11.4% | +12.3% | -0.9% | +8.6% |
| 6M | +141.5% | +21.9% | +119.6% | +131.7% |
| YTD | +61.2% | +13.6% | +47.6% | +56.5% |
| 1Y | +49.2% | +0.5% | +48.7% | +48.0% |
| 3Y | -9.0% | +43.8% | -52.8% | -14.5% |
| All | +5.3% | +40.0% | -34.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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