+117.8%
EW vs HUM
+152.7%
-34.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.0% | -3.2% |
| 7D | -6.2% | +2.1% | -8.2% | -6.6% |
| 30D | -9.3% | +5.4% | -14.7% | -10.3% |
| 3M | -1.6% | +11.4% | -13.0% | -4.2% |
| 6M | -0.8% | +141.5% | -142.4% | -18.7% |
| YTD | -1.0% | +61.2% | -62.2% | -12.2% |
| 1Y | +8.2% | +49.2% | -41.0% | -2.9% |
| 3Y | +12.7% | -9.0% | +21.7% | +11.5% |
| 5Y | -30.2% | +7.2% | -37.4% | -37.1% |
| All | +117.8% | +152.7% | -34.9% | +53.8% |
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