+1,559.5%
HWM vs HUM
+158.9%
+1,400.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | +0.2% |
| 7D | -11.4% | +2.1% | -13.5% | -11.9% |
| 30D | -18.5% | +5.4% | -23.9% | -19.6% |
| 3M | -13.2% | +11.4% | -24.6% | -15.8% |
| 6M | -8.7% | +141.5% | -150.2% | -28.5% |
| YTD | +12.2% | +61.2% | -49.0% | -3.3% |
| 1Y | +24.9% | +49.2% | -24.2% | +9.1% |
| 3Y | +383.9% | -9.0% | +393.0% | +373.0% |
| 5Y | +646.1% | +7.2% | +639.0% | +555.4% |
| All | +1,559.5% | +158.9% | +1,400.6% | +992.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling