+295.2%
WBD vs HUM
+1,019.1%
-723.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.0% |
| 7D | -0.7% | +2.1% | -2.8% | -1.2% |
| 30D | +1.4% | +5.4% | -4.0% | +0.3% |
| 3M | +4.4% | +11.4% | -7.0% | +1.7% |
| 6M | +0.8% | +141.5% | -140.7% | -17.3% |
| YTD | -2.7% | +61.2% | -63.9% | -13.8% |
| 1Y | +73.4% | +49.2% | +24.3% | +55.3% |
| 3Y | +142.1% | -9.0% | +151.2% | +134.8% |
| 5Y | +7.2% | +7.2% | +0.1% | -1.5% |
| 10Y | +14.2% | +152.7% | -138.5% | -16.1% |
| All | +295.2% | +1,019.1% | -723.9% | +99.2% |
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