+111.6%
HUM vs WING
+442.4%
-330.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.0% | -3.7% | +1.6% |
| 7D | +2.1% | +7.2% | -5.2% | +1.2% |
| 30D | +5.4% | +4.8% | +0.6% | +4.6% |
| 3M | +11.4% | -23.7% | +35.1% | +14.6% |
| 6M | +141.5% | -43.6% | +185.1% | +156.2% |
| YTD | +61.2% | -50.6% | +111.8% | +73.0% |
| 1Y | +49.2% | -57.0% | +106.2% | +62.0% |
| 3Y | -9.0% | -28.3% | +19.2% | -11.0% |
| 5Y | +7.2% | -32.4% | +39.6% | +1.9% |
| 10Y | +152.7% | +403.6% | -250.9% | +70.2% |
| All | +111.6% | +442.4% | -330.8% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling