+49.2%
HUM vs WY
-9.1%
+58.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.2% |
| 7D | +2.1% | -4.2% | +6.2% | +2.5% |
| 30D | +5.4% | -10.1% | +15.5% | +6.6% |
| 3M | +11.4% | -8.5% | +19.9% | +12.5% |
| 6M | +141.5% | -3.3% | +144.8% | +137.2% |
| YTD | +61.2% | -4.4% | +65.6% | +58.8% |
| 1Y | +49.2% | -11.5% | +60.6% | +56.9% |
| All | +49.2% | -9.1% | +58.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling