-9.0%
HUM vs WWD
+167.6%
-176.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | +2.1% | -2.6% | +4.6% | +2.4% |
| 30D | +5.4% | -6.9% | +12.3% | +6.2% |
| 3M | +11.4% | -13.0% | +24.5% | +13.0% |
| 6M | +141.5% | -12.5% | +154.0% | +144.0% |
| YTD | +61.2% | +11.8% | +49.3% | +57.6% |
| 1Y | +49.2% | +41.1% | +8.1% | +42.2% |
| 3Y | -9.0% | +163.1% | -172.1% | -14.1% |
| All | -9.0% | +167.6% | -176.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling