+52.1%
WM vs HUM
+2.1%
+50.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -0.9% | +2.1% | -3.0% | -1.0% |
| 30D | -4.3% | +4.7% | -9.0% | -4.6% |
| 3M | +0.8% | +13.5% | -12.7% | -0.2% |
| 6M | -10.8% | +126.7% | -137.4% | -15.7% |
| YTD | -0.1% | +58.5% | -58.6% | -3.4% |
| 1Y | +1.0% | +31.7% | -30.7% | -1.2% |
| 3Y | +45.1% | -10.6% | +55.7% | +47.7% |
| 5Y | +52.1% | +2.5% | +49.6% | +47.9% |
| All | +52.1% | +2.1% | +50.0% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling