-28.2%
EW vs HUM
+0.5%
-28.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | -1.4% | -1.9% | -3.2% |
| 30D | -7.4% | +7.5% | -14.8% | -8.0% |
| 3M | +0.9% | +10.2% | -9.3% | -0.2% |
| 6M | +1.2% | +132.5% | -131.4% | -7.4% |
| YTD | +1.8% | +57.6% | -55.8% | -3.3% |
| 1Y | +10.8% | +48.6% | -37.7% | +5.7% |
| 3Y | +17.1% | -11.2% | +28.3% | +18.2% |
| 5Y | -28.2% | +4.8% | -33.0% | -35.0% |
| All | -28.2% | +0.5% | -28.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling