+146.7%
HUM vs IBB
+125.2%
+21.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | -1.4% | -5.2% | +3.8% | +1.1% |
| 30D | +7.5% | +1.5% | +6.0% | +6.4% |
| 3M | +10.2% | +22.1% | -11.9% | -0.4% |
| 6M | +132.5% | +17.7% | +114.8% | +113.4% |
| YTD | +57.6% | +20.2% | +37.4% | +42.7% |
| 1Y | +48.6% | +44.4% | +4.1% | +22.7% |
| 3Y | -11.2% | +61.1% | -72.2% | -31.4% |
| 5Y | +4.8% | +18.5% | -13.7% | -6.0% |
| All | +146.7% | +125.2% | +21.5% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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