+5.3%
HUM vs WU
-51.3%
+56.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +2.1% | -3.5% | +5.5% | +2.5% |
| 30D | +5.4% | -2.9% | +8.3% | +5.7% |
| 3M | +11.4% | -2.3% | +13.7% | +11.2% |
| 6M | +141.5% | -25.4% | +166.9% | +150.0% |
| YTD | +61.2% | -21.2% | +82.4% | +65.4% |
| 1Y | +49.2% | -8.9% | +58.0% | +49.7% |
| 3Y | -9.0% | -29.0% | +19.9% | -6.0% |
| All | +5.3% | -51.3% | +56.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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