+152.3%
HUM vs WPM
+558.4%
-406.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.2% |
| 7D | +2.1% | -0.6% | +2.6% | +2.1% |
| 30D | +5.4% | +14.4% | -9.0% | +4.8% |
| 3M | +11.4% | +37.0% | -25.6% | +10.1% |
| 6M | +141.5% | +4.1% | +137.4% | +140.5% |
| YTD | +61.2% | +31.7% | +29.5% | +58.7% |
| 1Y | +49.2% | +44.2% | +5.0% | +46.2% |
| 3Y | -9.0% | +265.5% | -274.5% | -15.4% |
| 5Y | +7.2% | +262.5% | -255.3% | -0.7% |
| All | +152.3% | +558.4% | -406.1% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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