+431.4%
HUM vs NWSA
+122.3%
+309.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | -3.1% | +2.8% | +0.6% |
| 30D | +3.7% | +4.3% | -0.6% | +2.6% |
| 3M | +10.4% | +9.2% | +1.2% | +7.4% |
| 6M | +125.7% | +21.6% | +104.2% | +113.6% |
| YTD | +57.3% | +14.2% | +43.1% | +51.0% |
| 1Y | +48.6% | +1.8% | +46.9% | +46.8% |
| 3Y | -11.3% | +44.4% | -55.8% | -20.6% |
| 5Y | +0.8% | +41.0% | -40.1% | -11.4% |
| 10Y | +146.7% | +150.0% | -3.4% | +67.7% |
| All | +431.4% | +122.3% | +309.0% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling