+28,547.2%
WM vs HUM
+6,029.3%
+22,517.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -2.7% |
| 7D | +1.2% | +4.6% | -3.4% | +0.6% |
| 30D | +13.1% | +9.6% | +3.5% | +11.6% |
| 3M | +3.6% | +18.4% | -14.7% | +1.2% |
| 6M | +8.1% | +76.9% | -68.8% | -0.1% |
| YTD | +8.9% | +71.0% | -62.1% | +0.3% |
| 1Y | +20.3% | +75.0% | -54.7% | +10.4% |
| 3Y | +46.2% | -7.7% | +53.8% | +42.5% |
| 5Y | +59.9% | +0.6% | +59.3% | +52.5% |
| 10Y | +345.6% | +182.1% | +163.5% | +267.7% |
| All | +28,547.2% | +6,029.3% | +22,517.9% | +14,174.3% |
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