+5.3%
HUM vs WSM
+175.3%
-170.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | +2.1% | -0.5% | +2.6% | +2.1% |
| 30D | +5.4% | -7.7% | +13.1% | +6.1% |
| 3M | +11.4% | +3.8% | +7.6% | +10.9% |
| 6M | +141.5% | +22.7% | +118.8% | +136.6% |
| YTD | +61.2% | +28.0% | +33.2% | +57.2% |
| 1Y | +49.2% | +12.7% | +36.4% | +46.9% |
| 3Y | -9.0% | +231.3% | -240.3% | -18.8% |
| All | +5.3% | +175.3% | -170.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling