+28,683.0%
WM vs HUM
+6,090.4%
+22,592.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | +1.2% | +4.8% | -3.7% | +0.5% |
| 30D | +13.7% | +1.6% | +12.0% | +13.4% |
| 3M | +5.2% | +13.8% | -8.6% | +3.3% |
| 6M | +11.2% | +60.0% | -48.8% | +4.2% |
| YTD | +9.4% | +72.7% | -63.2% | +0.7% |
| 1Y | +20.4% | +86.1% | -65.7% | +9.6% |
| 3Y | +44.7% | -7.8% | +52.5% | +41.1% |
| 5Y | +58.5% | +2.7% | +55.8% | +50.8% |
| 10Y | +326.4% | +147.3% | +179.1% | +257.5% |
| All | +28,683.0% | +6,090.4% | +22,592.7% | +14,222.6% |
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