+1,773.8%
HWM vs HUM
+153.7%
+1,620.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -2.1% | +4.2% | -6.3% | -3.1% |
| 30D | -11.0% | +10.4% | -21.4% | -13.3% |
| 3M | +4.0% | +15.1% | -11.0% | 0.0% |
| 6M | -0.2% | +120.9% | -121.1% | -20.0% |
| YTD | +26.7% | +57.9% | -31.3% | +9.8% |
| 1Y | +44.7% | +30.6% | +14.2% | +31.1% |
| 3Y | +426.1% | -9.6% | +435.7% | +413.8% |
| 5Y | +738.5% | +1.6% | +736.9% | +651.4% |
| All | +1,773.8% | +153.7% | +1,620.1% | +1,140.0% |
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 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