+6,206.9%
EW vs HUM
+6,174.9%
+32.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -4.4% | +2.1% | -6.5% | -4.8% |
| 30D | -3.3% | +4.7% | -8.0% | -4.2% |
| 3M | +1.0% | +13.5% | -12.5% | -1.6% |
| 6M | +6.2% | +126.7% | -120.5% | -9.4% |
| YTD | +1.7% | +58.5% | -56.8% | -8.0% |
| 1Y | +8.1% | +31.7% | -23.6% | +0.5% |
| 3Y | +17.1% | -10.6% | +27.7% | +13.9% |
| 5Y | -29.4% | +2.5% | -31.8% | -34.2% |
| 10Y | +121.7% | +148.7% | -26.9% | +72.9% |
| All | +6,206.9% | +6,174.9% | +32.0% | +2,556.4% |
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