+8,892.0%
WMT vs HUM
+5,550.8%
+3,341.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -6.4% | +7.5% | -13.9% | -7.2% |
| 3M | -12.1% | +10.2% | -22.3% | -13.3% |
| 6M | -15.0% | +132.5% | -147.5% | -23.2% |
| YTD | -4.5% | +57.6% | -62.1% | -10.3% |
| 1Y | +6.2% | +48.6% | -42.4% | +0.1% |
| 3Y | +99.9% | -11.2% | +111.0% | +96.4% |
| 5Y | +131.4% | +4.8% | +126.6% | +120.8% |
| 10Y | +433.2% | +147.1% | +286.1% | +350.7% |
| All | +8,892.0% | +5,550.8% | +3,341.2% | +3,585.6% |
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