+152.3%
HUM vs IAG
+427.6%
-275.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.2% |
| 7D | +2.1% | -1.1% | +3.1% | +2.1% |
| 30D | +5.4% | +12.1% | -6.7% | +5.1% |
| 3M | +11.4% | +25.5% | -14.1% | +10.8% |
| 6M | +141.5% | -7.1% | +148.6% | +141.2% |
| YTD | +61.2% | +22.9% | +38.3% | +59.9% |
| 1Y | +49.2% | +83.3% | -34.2% | +46.5% |
| 3Y | -9.0% | +808.5% | -817.6% | -14.5% |
| 5Y | +7.2% | +838.0% | -830.8% | 0.0% |
| All | +152.3% | +427.6% | -275.3% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling