+330.3%
WM vs HUM
+153.9%
+176.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +3.2% | +3.7% | -0.5% | +2.6% |
| 30D | +13.0% | +5.5% | +7.5% | +12.1% |
| 3M | +9.2% | +17.1% | -7.9% | +6.4% |
| 6M | +13.6% | +48.3% | -34.6% | +6.4% |
| YTD | +12.4% | +77.4% | -65.0% | +1.3% |
| 1Y | +21.2% | +92.6% | -71.3% | +7.5% |
| 3Y | +48.7% | -6.1% | +54.8% | +48.6% |
| 5Y | +61.9% | +6.2% | +55.6% | +53.3% |
| All | +330.3% | +153.9% | +176.4% | +250.0% |
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