+198.5%
WELL vs HUM
-11.4%
+209.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | +4.7% | +7.5% | -2.8% | +4.5% |
| 3M | +11.9% | +10.2% | +1.7% | +11.7% |
| 6M | +14.3% | +132.5% | -118.2% | +12.3% |
| YTD | +28.4% | +57.6% | -29.3% | +27.3% |
| 1Y | +42.3% | +48.6% | -6.3% | +41.2% |
| All | +198.5% | -11.4% | +209.8% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling