+1,285.8%
WDC vs HUM
-9.4%
+1,295.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -3.0% |
| 7D | -4.3% | +2.1% | -6.4% | -4.3% |
| 30D | -1.5% | +5.4% | -6.9% | -1.5% |
| 3M | -15.5% | +11.4% | -26.9% | -15.4% |
| 6M | +66.5% | +141.5% | -75.1% | +66.6% |
| YTD | +159.9% | +61.2% | +98.7% | +157.5% |
| 1Y | +366.0% | +49.2% | +316.8% | +360.6% |
| 3Y | +1,285.8% | -9.0% | +1,294.9% | +1,163.3% |
| All | +1,285.8% | -9.4% | +1,295.2% | +1,163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling