+60.1%
EWZ vs HUM
+1.5%
+58.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +8.2% | +3.7% | +4.5% | +8.0% |
| 3M | +13.3% | +10.4% | +2.9% | +12.9% |
| 6M | +3.6% | +125.7% | -122.1% | -0.1% |
| YTD | +21.0% | +57.3% | -36.4% | +18.4% |
| 1Y | +34.7% | +48.6% | -14.0% | +32.0% |
| 3Y | +48.3% | -11.3% | +59.6% | +51.3% |
| 5Y | +60.1% | +0.8% | +59.3% | +53.4% |
| All | +60.1% | +1.5% | +58.6% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling