+390.3%
HWM vs HUM
-11.5%
+401.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -18.0% | +3.7% | -21.7% | -18.3% |
| 3M | -9.5% | +10.4% | -19.9% | -10.4% |
| 6M | -8.4% | +125.7% | -134.1% | -16.0% |
| YTD | +13.6% | +57.3% | -43.7% | +7.6% |
| 1Y | +30.2% | +48.6% | -18.4% | +23.8% |
| All | +390.3% | -11.5% | +401.8% | +353.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling