+1,188.5%
WDC vs HUM
+152.7%
+1,035.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -3.5% |
| 7D | -4.3% | +2.1% | -6.4% | -4.8% |
| 30D | -1.5% | +5.4% | -6.9% | -2.7% |
| 3M | -15.5% | +11.4% | -26.9% | -17.7% |
| 6M | +66.5% | +141.5% | -75.1% | +35.3% |
| YTD | +159.9% | +61.2% | +98.7% | +128.5% |
| 1Y | +366.0% | +49.2% | +316.8% | +313.1% |
| 3Y | +1,285.8% | -9.0% | +1,294.9% | +1,261.6% |
| 5Y | +925.6% | +7.2% | +918.4% | +796.6% |
| All | +1,188.5% | +152.7% | +1,035.9% | +763.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling