+62.4%
EWY vs HUM
+51.1%
+11.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -8.3% | +1.6% | -9.9% | -8.4% |
| 30D | -20.5% | +3.5% | -24.1% | -20.8% |
| 3M | -11.1% | +15.5% | -26.6% | -12.2% |
| 6M | -7.0% | +76.2% | -83.2% | -11.7% |
| YTD | +56.5% | +64.5% | -8.1% | +42.6% |
| 1Y | +62.4% | +50.0% | +12.4% | +48.8% |
| All | +62.4% | +51.1% | +11.3% | +48.8% |
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