+573.9%
EWT vs HUM
+9,101.2%
-8,527.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +4.8% | +7.5% | -2.7% | +3.7% |
| 3M | +11.1% | +10.2% | +0.9% | +9.4% |
| 6M | +54.6% | +132.5% | -77.9% | +36.2% |
| YTD | +71.4% | +57.6% | +13.8% | +58.6% |
| 1Y | +82.1% | +48.6% | +33.5% | +69.2% |
| 3Y | +193.2% | -11.2% | +204.4% | +186.9% |
| 5Y | +146.1% | +4.8% | +141.3% | +130.9% |
| 10Y | +505.0% | +147.1% | +357.9% | +384.2% |
| All | +573.9% | +9,101.2% | -8,527.3% | +289.6% |
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