+164.3%
EWY vs HUM
+31.0%
+133.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.7% |
| 7D | +4.8% | +4.2% | +0.7% | +4.5% |
| 30D | +11.7% | +10.4% | +1.3% | +10.9% |
| 3M | -7.4% | +15.1% | -22.5% | -8.3% |
| 6M | +40.6% | +120.9% | -80.4% | +32.1% |
| YTD | +94.3% | +57.9% | +36.3% | +81.9% |
| 1Y | +164.3% | +30.6% | +133.7% | +148.2% |
| All | +164.3% | +31.0% | +133.3% | +148.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling