+50.0%
HUM vs WING
-23.2%
+73.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.9% | -0.4% |
| 7D | +1.6% | +21.0% | -19.4% | +0.2% |
| 30D | +3.5% | +56.9% | -53.4% | +0.1% |
| 3M | +15.5% | +38.4% | -22.9% | +12.5% |
| 6M | +76.2% | +12.0% | +64.2% | +74.6% |
| YTD | +64.5% | -29.2% | +93.8% | +69.1% |
| 1Y | +50.0% | -28.8% | +78.8% | +53.5% |
| All | +50.0% | -23.2% | +73.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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