+5,566.9%
HUM vs WY
+652.8%
+4,914.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.9% |
| 7D | -1.4% | -3.7% | +2.3% | -0.5% |
| 30D | +7.5% | -11.3% | +18.8% | +10.9% |
| 3M | +10.2% | -8.1% | +18.4% | +12.2% |
| 6M | +132.5% | -7.4% | +140.0% | +135.3% |
| YTD | +57.6% | -4.7% | +62.3% | +58.1% |
| 1Y | +48.6% | -9.2% | +57.8% | +51.0% |
| 3Y | -11.2% | -24.7% | +13.5% | -6.5% |
| 5Y | +4.8% | -21.6% | +26.4% | +7.0% |
| 10Y | +147.1% | +6.7% | +140.4% | +118.7% |
| All | +5,566.9% | +652.8% | +4,914.1% | +2,567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling