-9.0%
HUM vs WAB
+167.4%
-176.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +5.4% | -4.1% | +9.5% | +6.0% |
| 3M | +11.4% | +8.2% | +3.2% | +10.1% |
| 6M | +141.5% | +15.4% | +126.1% | +134.6% |
| YTD | +61.2% | +33.1% | +28.0% | +52.6% |
| 1Y | +49.2% | +48.1% | +1.1% | +39.0% |
| 3Y | -9.0% | +167.7% | -176.8% | -14.4% |
| All | -9.0% | +167.4% | -176.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling