-9.0%
HUM vs EME
+252.2%
-261.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.1% | +2.2% |
| 7D | +2.1% | +3.5% | -1.5% | +2.0% |
| 30D | +5.4% | -6.3% | +11.7% | +5.5% |
| 3M | +11.4% | -3.8% | +15.2% | +11.3% |
| 6M | +141.5% | +8.5% | +133.0% | +140.6% |
| YTD | +61.2% | +27.8% | +33.4% | +59.7% |
| 1Y | +49.2% | +22.2% | +26.9% | +48.2% |
| 3Y | -9.0% | +253.5% | -262.5% | +5.3% |
| All | -9.0% | +252.2% | -261.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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