-8.8%
HWM vs HUM
+128.2%
-137.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.4% | -11.1% | -10.7% |
| 7D | -9.2% | +2.1% | -11.2% | -9.3% |
| 30D | -17.9% | +4.7% | -22.6% | -18.1% |
| 3M | -6.0% | +13.5% | -19.5% | -6.3% |
| All | -8.8% | +128.2% | -137.0% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling