+46.2%
WM vs HUM
-5.9%
+52.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -2.2% |
| 7D | +1.2% | +4.6% | -3.4% | +1.1% |
| 30D | +13.1% | +9.6% | +3.5% | +12.8% |
| 3M | +3.6% | +18.4% | -14.7% | +3.2% |
| 6M | +8.1% | +76.9% | -68.8% | +6.5% |
| YTD | +8.9% | +71.0% | -62.1% | +7.3% |
| 1Y | +20.3% | +75.0% | -54.7% | +18.4% |
| 3Y | +46.2% | -7.7% | +53.8% | +46.2% |
| All | +46.2% | -5.9% | +52.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling