+383.4%
EFA vs HUM
+3,733.9%
-3,350.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | -1.4% | -0.9% | -2.1% |
| 30D | -2.2% | +7.5% | -9.7% | -3.7% |
| 3M | +5.7% | +10.2% | -4.5% | +3.4% |
| 6M | +8.2% | +132.5% | -124.4% | -9.3% |
| YTD | +11.8% | +57.6% | -45.9% | +0.2% |
| 1Y | +18.3% | +48.6% | -30.3% | +6.7% |
| 3Y | +64.9% | -11.2% | +76.1% | +60.0% |
| 5Y | +52.4% | +4.8% | +47.6% | +39.6% |
| 10Y | +142.4% | +147.1% | -4.7% | +76.9% |
| All | +383.4% | +3,733.9% | -3,350.4% | +80.4% |
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