+149.4%
EWT vs HUM
+6.5%
+142.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.8% |
| 7D | -1.1% | +2.1% | -3.2% | -1.2% |
| 30D | +4.5% | +5.4% | -0.9% | +4.3% |
| 3M | +8.3% | +11.4% | -3.2% | +7.9% |
| 6M | +54.2% | +141.5% | -87.3% | +49.9% |
| YTD | +74.6% | +61.2% | +13.4% | +71.4% |
| 1Y | +84.9% | +49.2% | +35.7% | +81.8% |
| 3Y | +197.5% | -9.0% | +206.6% | +198.5% |
| All | +149.4% | +6.5% | +142.9% | +133.4% |
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 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