+22.6%
IEFA vs HUM
+31.0%
-8.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.2% |
| 7D | +0.6% | +4.2% | -3.6% | +0.5% |
| 30D | +1.0% | +10.4% | -9.3% | +0.8% |
| 3M | +4.7% | +15.1% | -10.3% | +4.3% |
| 6M | +8.6% | +120.9% | -112.3% | +5.4% |
| YTD | +14.8% | +57.9% | -43.1% | +12.2% |
| 1Y | +22.6% | +30.6% | -7.9% | +20.5% |
| All | +22.6% | +31.0% | -8.4% | +20.5% |
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