+64.2%
EWZ vs HUM
+150.3%
-86.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +0.1% | +7.7% | -7.7% | -1.4% |
| 30D | -25.9% | +5.8% | -31.6% | -26.7% |
| 3M | -6.1% | +14.3% | -20.5% | -8.7% |
| 6M | -16.1% | +50.9% | -67.0% | -23.0% |
| YTD | +1.0% | +74.9% | -73.9% | -11.3% |
| 1Y | 0.0% | +86.9% | -86.9% | -13.6% |
| 3Y | +16.8% | -6.7% | +23.5% | +17.2% |
| 5Y | +52.1% | +4.8% | +47.3% | +40.7% |
| All | +64.2% | +150.3% | -86.1% | +32.7% |
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