+12.7%
EW vs HUM
-9.4%
+22.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.0% | -2.9% |
| 7D | -6.2% | +2.1% | -8.2% | -6.3% |
| 30D | -9.3% | +5.4% | -14.7% | -9.6% |
| 3M | -1.6% | +11.4% | -13.0% | -2.4% |
| 6M | -0.8% | +141.5% | -142.4% | -6.6% |
| YTD | -1.0% | +61.2% | -62.2% | -4.4% |
| 1Y | +8.2% | +49.2% | -41.0% | +4.9% |
| 3Y | +12.7% | -9.0% | +21.7% | +15.1% |
| All | +12.7% | -9.4% | +22.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling