+1,497.0%
HWM vs HUM
+184.9%
+1,312.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.4% |
| 7D | +7.3% | +3.7% | +3.5% | +6.3% |
| 30D | +1.6% | +5.5% | -3.9% | +0.1% |
| 3M | -21.9% | +17.1% | -39.0% | -25.2% |
| 6M | -19.0% | +48.3% | -67.3% | -27.5% |
| YTD | +7.9% | +77.4% | -69.4% | -9.4% |
| 1Y | +9.9% | +92.6% | -82.6% | -10.1% |
| 3Y | +342.1% | -6.1% | +348.2% | +332.8% |
| 5Y | +600.8% | +6.2% | +594.5% | +528.4% |
| 10Y | +1,493.8% | +153.6% | +1,340.2% | +953.5% |
| All | +1,497.0% | +184.9% | +1,312.2% | +922.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling