+50.0%
HUM vs EWJ
+18.0%
+32.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +3.5% | -5.5% | +9.0% | +5.0% |
| 3M | +15.5% | -0.8% | +16.3% | +15.9% |
| 6M | +76.2% | +7.1% | +69.1% | +73.6% |
| YTD | +64.5% | +16.9% | +47.7% | +49.3% |
| 1Y | +50.0% | +18.2% | +31.8% | +35.6% |
| All | +50.0% | +18.0% | +32.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling