+5,376.0%
WMB vs HUM
+5,562.3%
-186.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | +0.6% | +4.2% | -3.6% | -0.2% |
| 30D | +3.3% | +10.4% | -7.1% | +1.3% |
| 3M | +3.1% | +15.1% | -11.9% | 0.0% |
| 6M | -0.7% | +120.9% | -121.6% | -15.6% |
| YTD | +25.2% | +57.9% | -32.8% | +12.3% |
| 1Y | +32.9% | +30.6% | +2.3% | +22.7% |
| 3Y | +140.6% | -9.6% | +150.2% | +131.1% |
| 5Y | +273.5% | +1.6% | +271.9% | +243.7% |
| 10Y | +334.2% | +146.4% | +187.8% | +228.7% |
| All | +5,376.0% | +5,562.3% | -186.3% | +2,252.3% |
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