-11.1%
HUM vs WEC
+39.2%
-50.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -1.4% | -1.3% | -0.2% | -1.3% |
| 30D | +7.5% | -0.4% | +7.9% | +7.6% |
| 3M | +10.2% | -6.8% | +17.0% | +11.2% |
| 6M | +132.5% | -6.4% | +138.9% | +134.0% |
| YTD | +57.6% | +2.5% | +55.1% | +55.4% |
| 1Y | +48.6% | -0.4% | +49.0% | +47.6% |
| All | -11.1% | +39.2% | -50.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling