+432.5%
EWZ vs HUM
+6,427.3%
-5,994.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +6.5% | +4.2% | +2.3% | +5.5% |
| 30D | +4.8% | +10.4% | -5.5% | +2.4% |
| 3M | +9.9% | +15.1% | -5.2% | +6.1% |
| 6M | +1.9% | +120.9% | -119.0% | -16.2% |
| YTD | +20.3% | +57.9% | -37.6% | +5.6% |
| 1Y | +35.6% | +30.6% | +5.1% | +23.5% |
| 3Y | +43.4% | -9.6% | +53.0% | +37.1% |
| 5Y | +55.9% | +1.6% | +54.4% | +41.2% |
| 10Y | +84.2% | +146.4% | -62.3% | +29.9% |
| All | +432.5% | +6,427.3% | -5,994.8% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling