+523.7%
HUM vs EMB
+131.9%
+391.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | +4.7% | -0.5% | +5.2% | +5.0% |
| 3M | +13.5% | +0.3% | +13.2% | +13.3% |
| 6M | +126.7% | +1.2% | +125.5% | +125.1% |
| YTD | +58.5% | +1.5% | +57.1% | +57.3% |
| 1Y | +31.7% | +4.8% | +26.9% | +28.4% |
| 3Y | -10.6% | +30.4% | -41.0% | -23.1% |
| 5Y | +2.5% | +7.3% | -4.8% | -1.3% |
| 10Y | +148.7% | +29.7% | +119.0% | +116.3% |
| All | +523.7% | +131.9% | +391.8% | +364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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