+298.4%
WMB vs HUM
+152.7%
+145.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.4% |
| 7D | -1.0% | +2.1% | -3.1% | -1.4% |
| 30D | -0.4% | +5.4% | -5.8% | -1.4% |
| 3M | +3.2% | +11.4% | -8.2% | +0.9% |
| 6M | +0.1% | +141.5% | -141.4% | -15.8% |
| YTD | +23.9% | +61.2% | -37.3% | +11.5% |
| 1Y | +27.6% | +49.2% | -21.5% | +15.9% |
| 3Y | +141.9% | -9.0% | +150.9% | +141.4% |
| 5Y | +273.8% | +7.2% | +266.6% | +237.5% |
| All | +298.4% | +152.7% | +145.7% | +165.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling