+2,210.7%
HUM vs WAB
+4,056.8%
-1,846.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -0.2% | +0.2% | -0.5% | -0.3% |
| 30D | +3.7% | -4.6% | +8.3% | +4.7% |
| 3M | +10.4% | +5.6% | +4.8% | +8.7% |
| 6M | +125.7% | +13.8% | +111.9% | +118.2% |
| YTD | +57.3% | +31.9% | +25.5% | +47.2% |
| 1Y | +48.6% | +48.3% | +0.4% | +35.5% |
| 3Y | -11.3% | +167.1% | -178.5% | -29.8% |
| 5Y | +0.8% | +222.9% | -222.1% | -24.5% |
| 10Y | +146.7% | +289.9% | -143.3% | +68.4% |
| All | +2,210.7% | +4,056.8% | -1,846.1% | +831.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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