+597.2%
HUM vs WU
-21.6%
+618.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.1% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | +4.7% | -1.1% | +5.8% | +4.9% |
| 3M | +13.5% | -1.8% | +15.3% | +12.7% |
| 6M | +126.7% | -23.9% | +150.6% | +141.8% |
| YTD | +58.5% | -20.4% | +79.0% | +66.5% |
| 1Y | +31.7% | -10.6% | +42.3% | +33.0% |
| 3Y | -10.6% | -27.7% | +17.1% | -5.6% |
| 5Y | +2.5% | -51.1% | +53.6% | +19.4% |
| 10Y | +148.7% | -40.7% | +189.4% | +161.9% |
| All | +597.2% | -21.6% | +618.8% | +517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling