+5.3%
HUM vs IAG
+820.9%
-815.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 6M | +141.5% | -7.1% | +148.6% | +141.1% |
| YTD | +61.2% | +22.9% | +38.3% | +59.7% |
| 1Y | +49.2% | +83.3% | -34.2% | +46.0% |
| 3Y | -9.0% | +808.5% | -817.6% | -15.6% |
| All | +5.3% | +820.9% | -815.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling