+4,671.6%
HUM vs WTW
+1,102.0%
+3,569.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +2.1% | -5.7% | +7.8% | +4.2% |
| 30D | +5.4% | -7.3% | +12.6% | +8.2% |
| 3M | +11.4% | +21.5% | -10.0% | +3.2% |
| 6M | +141.5% | +9.6% | +131.9% | +131.1% |
| YTD | +61.2% | -3.3% | +64.5% | +61.5% |
| 1Y | +49.2% | -6.1% | +55.3% | +50.9% |
| 3Y | -9.0% | +61.8% | -70.9% | -25.3% |
| 5Y | +7.2% | +42.7% | -35.5% | -9.3% |
| 10Y | +152.7% | +197.2% | -44.5% | +59.0% |
| All | +4,671.6% | +1,102.0% | +3,569.5% | +1,791.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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