+303.5%
EWY vs HUM
+152.7%
+150.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +1.0% | +2.9% |
| 7D | -0.1% | +2.1% | -2.1% | -0.4% |
| 30D | +7.3% | +5.4% | +1.9% | +6.3% |
| 3M | -5.1% | +11.4% | -16.5% | -7.0% |
| 6M | +42.1% | +141.5% | -99.5% | +21.5% |
| YTD | +94.1% | +61.2% | +32.9% | +76.0% |
| 1Y | +147.8% | +49.2% | +98.7% | +126.7% |
| 3Y | +222.9% | -9.0% | +232.0% | +219.9% |
| 5Y | +150.6% | +7.2% | +143.4% | +128.4% |
| All | +303.5% | +152.7% | +150.8% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling