+8,598.6%
WFC vs HUM
+5,540.8%
+3,057.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +2.5% | +3.7% | -1.3% | +1.7% |
| 3M | +10.0% | +10.4% | -0.4% | +7.5% |
| 6M | +15.1% | +125.7% | -110.7% | -3.3% |
| YTD | -2.2% | +57.3% | -59.5% | -12.3% |
| 1Y | +13.5% | +48.6% | -35.2% | +2.3% |
| 3Y | +135.2% | -11.3% | +146.5% | +128.3% |
| 5Y | +128.3% | +0.8% | +127.5% | +112.6% |
| 10Y | +142.4% | +146.7% | -4.3% | +86.0% |
| All | +8,598.6% | +5,540.8% | +3,057.8% | +3,035.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling