+60.1%
HUM vs WETO
-99.4%
+159.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +2.3% |
| 7D | +2.1% | -4.3% | +6.4% | +2.1% |
| 30D | +5.4% | -39.9% | +45.3% | +4.3% |
| 3M | +11.4% | -97.9% | +109.3% | +14.5% |
| 6M | +141.5% | -95.0% | +236.5% | +142.9% |
| YTD | +61.2% | -97.2% | +158.3% | +64.3% |
| 1Y | +49.2% | -98.9% | +148.1% | +54.5% |
| All | +60.1% | -99.4% | +159.5% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling