+2,736.6%
HUM vs IAG
+378.9%
+2,357.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | +3.7% | +11.4% | -7.7% | +3.2% |
| 3M | +10.4% | +33.0% | -22.6% | +8.9% |
| 6M | +125.7% | -6.0% | +131.7% | +125.4% |
| YTD | +57.3% | +24.6% | +32.8% | +54.8% |
| 1Y | +48.6% | +105.0% | -56.4% | +42.7% |
| 3Y | -11.3% | +837.9% | -849.2% | -21.6% |
| 5Y | +0.8% | +817.0% | -816.1% | -12.3% |
| 10Y | +146.7% | +425.3% | -278.7% | +111.8% |
| All | +2,736.6% | +378.9% | +2,357.7% | +2,280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling