+44.7%
HWM vs HUM
+31.0%
+13.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.4% |
| 7D | -2.1% | +4.2% | -6.3% | -2.4% |
| 30D | -11.0% | +10.4% | -21.4% | -11.5% |
| 3M | +4.0% | +15.1% | -11.0% | +3.2% |
| 6M | -0.2% | +120.9% | -121.1% | -6.6% |
| YTD | +26.7% | +57.9% | -31.3% | +20.7% |
| 1Y | +44.7% | +30.6% | +14.2% | +40.0% |
| All | +44.7% | +31.0% | +13.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling