+141.5%
HUM vs WY
-6.7%
+148.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.3% |
| 7D | +2.1% | -4.2% | +6.2% | +1.2% |
| 30D | +5.4% | -10.1% | +15.5% | +3.1% |
| 3M | +11.4% | -8.5% | +19.9% | +10.2% |
| 6M | +141.5% | -3.3% | +144.8% | +141.2% |
| All | +141.5% | -6.7% | +148.2% | +141.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling