+132.5%
HUM vs WSM
+20.4%
+112.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.1% |
| 7D | -1.4% | +0.4% | -1.9% | -1.4% |
| 30D | +7.5% | -10.7% | +18.2% | +7.2% |
| 3M | +10.2% | +8.5% | +1.7% | +10.4% |
| 6M | +132.5% | +19.6% | +112.9% | +136.4% |
| All | +132.5% | +20.4% | +112.1% | +136.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling