+7.0%
WMT vs HUM
+31.0%
-24.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +3.9% | +4.2% | -0.2% | +3.9% |
| 30D | -4.4% | +10.4% | -14.8% | -4.4% |
| 3M | -8.8% | +15.1% | -23.8% | -9.0% |
| 6M | -15.6% | +120.9% | -136.6% | -16.4% |
| YTD | -3.2% | +57.9% | -61.2% | -2.9% |
| 1Y | +7.0% | +30.6% | -23.5% | +8.5% |
| All | +7.0% | +31.0% | -24.0% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling