+26,336.4%
WM vs HUM
+5,562.3%
+20,774.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | +4.2% | -4.5% | -0.8% |
| 30D | -2.4% | +10.4% | -12.7% | -3.6% |
| 3M | +0.4% | +15.1% | -14.6% | -1.6% |
| 6M | -9.5% | +120.9% | -130.4% | -18.7% |
| YTD | +0.5% | +57.9% | -57.4% | -6.3% |
| 1Y | -1.1% | +30.6% | -31.6% | -5.9% |
| 3Y | +46.0% | -9.6% | +55.6% | +42.8% |
| 5Y | +51.8% | +1.6% | +50.2% | +44.8% |
| 10Y | +307.5% | +146.4% | +161.1% | +242.6% |
| All | +26,336.4% | +5,562.3% | +20,774.1% | +13,231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling