+17.0%
IEFA vs HUM
+51.1%
-34.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +1.9% | +1.6% | +0.3% | +1.8% |
| 30D | +1.4% | +3.5% | -2.1% | +1.3% |
| 3M | -1.4% | +15.5% | -16.9% | -1.7% |
| 6M | +6.3% | +76.2% | -69.9% | +4.9% |
| YTD | +11.9% | +64.5% | -52.6% | +9.2% |
| 1Y | +17.0% | +50.0% | -33.1% | +14.9% |
| All | +17.0% | +51.1% | -34.1% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling