+5.3%
HUM vs WCN
+24.9%
-19.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.1% | -3.1% | +5.2% | +2.7% |
| 30D | +5.4% | -3.4% | +8.8% | +6.1% |
| 3M | +11.4% | +3.0% | +8.4% | +10.1% |
| 6M | +141.5% | -3.8% | +145.3% | +142.2% |
| YTD | +61.2% | -8.3% | +69.5% | +63.7% |
| 1Y | +49.2% | -9.7% | +58.9% | +52.0% |
| 3Y | -9.0% | +17.2% | -26.2% | -14.4% |
| All | +5.3% | +24.9% | -19.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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