+417.4%
WDC vs HUM
+31.0%
+386.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +5.8% |
| 7D | +1.7% | +4.2% | -2.4% | +1.8% |
| 30D | -10.0% | +10.4% | -20.3% | -9.9% |
| 3M | -18.8% | +15.1% | -33.8% | -18.3% |
| 6M | +79.0% | +120.9% | -41.9% | +79.5% |
| YTD | +171.6% | +57.9% | +113.6% | +166.2% |
| 1Y | +417.4% | +30.6% | +386.8% | +396.4% |
| All | +417.4% | +31.0% | +386.4% | +396.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling