+152.3%
HUM vs WAT
+170.9%
-18.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.8% |
| 7D | +2.1% | -0.3% | +2.3% | +2.1% |
| 30D | +5.4% | -1.9% | +7.3% | +5.8% |
| 3M | +11.4% | +13.5% | -2.1% | +7.4% |
| 6M | +141.5% | +37.2% | +104.3% | +119.2% |
| YTD | +61.2% | +7.5% | +53.7% | +56.1% |
| 1Y | +49.2% | +35.0% | +14.1% | +35.1% |
| 3Y | -9.0% | +55.1% | -64.1% | -24.2% |
| 5Y | +7.2% | -2.8% | +10.0% | +2.8% |
| All | +152.3% | +170.9% | -18.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling