+57.5%
HUM vs WETO
-99.3%
+156.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.1% | -1.3% |
| 7D | -1.2% | +4.4% | -5.6% | -1.2% |
| 30D | +2.1% | -17.8% | +19.9% | +2.1% |
| 3M | +13.4% | -83.1% | +96.5% | +13.1% |
| 6M | +72.7% | -98.3% | +171.0% | +76.1% |
| YTD | +62.3% | -99.0% | +161.3% | +71.7% |
| 1Y | +57.5% | -99.3% | +156.7% | +73.3% |
| All | +57.5% | -99.3% | +156.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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