+326.4%
WM vs HUM
+152.0%
+174.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.2% |
| 7D | +1.2% | +4.8% | -3.7% | +0.4% |
| 30D | +13.7% | +1.6% | +12.0% | +13.3% |
| 3M | +5.2% | +13.8% | -8.6% | +2.9% |
| 6M | +11.2% | +60.0% | -48.8% | +2.8% |
| YTD | +9.4% | +72.7% | -63.2% | -1.0% |
| 1Y | +20.4% | +86.1% | -65.7% | +7.4% |
| 3Y | +44.7% | -7.8% | +52.5% | +44.9% |
| 5Y | +58.5% | +2.7% | +55.8% | +50.9% |
| 10Y | +326.4% | +147.3% | +179.1% | +248.7% |
| All | +326.4% | +152.0% | +174.4% | +248.7% |
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 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