+0.8%
HUM vs IBB
+20.0%
-19.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.2% | -3.9% | +3.6% | +1.1% |
| 30D | +3.7% | +2.7% | +1.0% | +2.6% |
| 3M | +10.4% | +21.4% | -10.9% | +2.9% |
| 6M | +125.7% | +20.1% | +105.7% | +110.9% |
| YTD | +57.3% | +21.9% | +35.5% | +45.8% |
| 1Y | +48.6% | +44.1% | +4.5% | +29.7% |
| 3Y | -11.3% | +63.4% | -74.7% | -25.9% |
| 5Y | +0.8% | +19.8% | -18.9% | -11.0% |
| All | +0.8% | +20.0% | -19.2% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling