+50.4%
EWZ vs HUM
-11.4%
+61.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +5.6% | +2.1% | +3.5% | +5.6% |
| 30D | +9.3% | +4.7% | +4.6% | +9.3% |
| 3M | +15.7% | +13.5% | +2.2% | +15.8% |
| 6M | +7.4% | +126.7% | -119.2% | +7.3% |
| YTD | +22.7% | +58.5% | -35.9% | +22.7% |
| 1Y | +36.4% | +31.7% | +4.6% | +36.5% |
| 3Y | +50.4% | -10.6% | +61.0% | +47.8% |
| All | +50.4% | -11.4% | +61.8% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling