+5,695.2%
HUM vs GWW
+14,002.4%
-8,307.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +2.1% | -3.4% | +5.4% | +3.1% |
| 30D | +5.4% | -1.9% | +7.3% | +6.0% |
| 3M | +11.4% | -2.4% | +13.8% | +12.0% |
| 6M | +141.5% | +15.7% | +125.8% | +129.9% |
| YTD | +61.2% | +27.6% | +33.6% | +48.2% |
| 1Y | +49.2% | +27.2% | +22.0% | +37.3% |
| 3Y | -9.0% | +89.7% | -98.7% | -27.0% |
| 5Y | +7.2% | +223.9% | -216.7% | -29.1% |
| 10Y | +152.7% | +567.1% | -414.4% | +27.5% |
| All | +5,695.2% | +14,002.4% | -8,307.2% | +964.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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