+30.6%
HUM vs EWJ
+31.1%
-0.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +4.2% | +2.5% | +1.6% | +3.3% |
| 30D | +10.4% | +3.3% | +7.1% | +9.2% |
| 3M | +15.1% | +5.0% | +10.1% | +13.0% |
| 6M | +120.9% | +11.5% | +109.4% | +111.3% |
| YTD | +57.9% | +22.4% | +35.6% | +35.9% |
| 1Y | +30.6% | +30.2% | +0.3% | -1.7% |
| All | +30.6% | +31.1% | -0.6% | -1.7% |
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