+18.0%
IEFA vs HUM
+50.8%
-32.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.9% |
| 7D | -1.6% | +2.1% | -3.6% | -1.6% |
| 30D | -1.5% | +5.4% | -6.9% | -1.6% |
| 3M | +3.4% | +11.4% | -8.0% | +3.1% |
| 6M | +9.5% | +141.5% | -132.0% | +6.1% |
| YTD | +13.0% | +61.2% | -48.1% | +10.3% |
| 1Y | +18.0% | +49.2% | -31.1% | +15.1% |
| All | +18.0% | +50.8% | -32.8% | +15.1% |
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