+20.4%
WM vs HUM
+78.8%
-58.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.3% |
| 7D | +1.2% | +4.8% | -3.7% | +1.2% |
| 30D | +13.7% | +1.6% | +12.0% | +13.7% |
| 3M | +5.2% | +13.8% | -8.6% | +5.3% |
| 6M | +11.2% | +60.0% | -48.8% | +11.0% |
| YTD | +9.4% | +72.7% | -63.2% | +9.3% |
| 1Y | +20.4% | +86.1% | -65.7% | +18.9% |
| All | +20.4% | +78.8% | -58.5% | +18.9% |
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