+1,007.8%
HUM vs WPM
+5,810.9%
-4,803.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.5% |
| 7D | -1.4% | -3.6% | +2.2% | -1.1% |
| 30D | +7.5% | +12.5% | -5.0% | +6.2% |
| 3M | +10.2% | +40.6% | -30.4% | +6.6% |
| 6M | +132.5% | +0.5% | +132.0% | +130.9% |
| YTD | +57.6% | +29.0% | +28.6% | +52.3% |
| 1Y | +48.6% | +43.8% | +4.8% | +41.7% |
| 3Y | -11.2% | +266.3% | -277.4% | -23.6% |
| 5Y | +4.8% | +255.1% | -250.3% | -10.4% |
| 10Y | +147.1% | +526.8% | -379.7% | +93.2% |
| All | +1,007.8% | +5,810.9% | -4,803.1% | +377.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling