+916.1%
WDC vs HUM
+6.5%
+909.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -3.1% |
| 7D | -4.3% | +2.1% | -6.4% | -4.4% |
| 30D | -1.5% | +5.4% | -6.9% | -1.8% |
| 3M | -15.5% | +11.4% | -26.9% | -15.9% |
| 6M | +66.5% | +141.5% | -75.1% | +58.7% |
| YTD | +159.9% | +61.2% | +98.7% | +151.0% |
| 1Y | +366.0% | +49.2% | +316.8% | +350.6% |
| 3Y | +1,285.8% | -9.0% | +1,294.9% | +1,283.3% |
| All | +916.1% | +6.5% | +909.6% | +840.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling