+428.1%
WMT vs HUM
+152.7%
+275.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +1.1% |
| 7D | 0.0% | +2.1% | -2.0% | -0.2% |
| 30D | -7.4% | +5.4% | -12.8% | -7.9% |
| 3M | -10.9% | +11.4% | -22.3% | -12.1% |
| 6M | -12.7% | +141.5% | -154.2% | -21.1% |
| YTD | -3.2% | +61.2% | -64.4% | -8.8% |
| 1Y | +5.3% | +49.2% | -43.9% | -0.3% |
| 3Y | +101.9% | -9.0% | +110.9% | +101.8% |
| 5Y | +134.6% | +7.2% | +127.4% | +124.0% |
| All | +428.1% | +152.7% | +275.4% | +336.2% |
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