+12.3%
WFC vs HUM
+31.0%
-18.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +3.8% | +4.2% | -0.4% | +3.5% |
| 30D | +1.5% | +10.4% | -8.9% | +0.8% |
| 3M | +10.9% | +15.1% | -4.2% | +9.9% |
| 6M | +8.4% | +120.9% | -112.5% | +2.7% |
| YTD | -1.9% | +57.9% | -59.8% | -6.2% |
| 1Y | +12.3% | +30.6% | -18.2% | +5.9% |
| All | +12.3% | +31.0% | -18.7% | +5.9% |
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