+128.5%
EEM vs HUM
+152.7%
-24.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.0% |
| 7D | -1.3% | +2.1% | -3.3% | -1.5% |
| 30D | +2.1% | +5.4% | -3.3% | +1.3% |
| 3M | +1.0% | +11.4% | -10.4% | -0.6% |
| 6M | +15.9% | +141.5% | -125.6% | +2.2% |
| YTD | +24.6% | +61.2% | -36.5% | +15.5% |
| 1Y | +32.3% | +49.2% | -16.9% | +23.4% |
| 3Y | +85.9% | -9.0% | +95.0% | +85.6% |
| 5Y | +45.4% | +7.2% | +38.2% | +35.0% |
| All | +128.5% | +152.7% | -24.2% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling