+5.3%
HUM vs WY
-22.2%
+27.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.2% |
| 7D | +2.1% | -4.2% | +6.2% | +2.8% |
| 30D | +5.4% | -10.1% | +15.5% | +7.3% |
| 3M | +11.4% | -8.5% | +19.9% | +12.8% |
| 6M | +141.5% | -3.3% | +144.8% | +141.1% |
| YTD | +61.2% | -4.4% | +65.6% | +61.3% |
| 1Y | +49.2% | -11.5% | +60.6% | +51.3% |
| 3Y | -9.0% | -24.3% | +15.3% | -6.2% |
| All | +5.3% | -22.2% | +27.6% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling