+851.2%
EEM vs HUM
+4,859.5%
-4,008.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | +5.1% | +3.7% | +1.4% | +4.2% |
| 3M | +4.6% | +10.4% | -5.8% | +2.0% |
| 6M | +17.8% | +125.7% | -108.0% | -2.8% |
| YTD | +25.8% | +57.3% | -31.5% | +11.3% |
| 1Y | +36.4% | +48.6% | -12.2% | +21.4% |
| 3Y | +90.0% | -11.3% | +101.3% | +83.5% |
| 5Y | +46.6% | +0.8% | +45.7% | +33.0% |
| 10Y | +132.3% | +146.7% | -14.4% | +56.9% |
| All | +851.2% | +4,859.5% | -4,008.3% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling