+4.8%
HUM vs IBB
+40.3%
-35.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.2% |
| 7D | +7.7% | +1.6% | +6.1% | +7.1% |
| 30D | +5.8% | +6.7% | -0.9% | +3.3% |
| 3M | +14.3% | +6.3% | +8.0% | +11.6% |
| 6M | +50.9% | +23.9% | +27.0% | +39.4% |
| YTD | +74.9% | +26.6% | +48.3% | +59.8% |
| 1Y | +86.9% | +29.6% | +57.3% | +69.4% |
| 3Y | -6.7% | +86.1% | -92.7% | -25.2% |
| 5Y | +4.8% | +40.3% | -35.6% | -15.7% |
| All | +4.8% | +40.3% | -35.6% | -15.7% |
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