+3,327.4%
HUM vs IBB
+560.8%
+2,766.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +4.2% | +1.4% | +2.7% | +3.4% |
| 30D | +10.4% | +10.5% | -0.1% | +4.7% |
| 3M | +15.1% | +23.6% | -8.6% | +2.9% |
| 6M | +120.9% | +22.6% | +98.3% | +97.9% |
| YTD | +57.9% | +25.7% | +32.3% | +39.3% |
| 1Y | +30.6% | +51.4% | -20.8% | +4.5% |
| 3Y | -9.6% | +64.4% | -74.0% | -31.6% |
| 5Y | +1.6% | +22.1% | -20.6% | -12.3% |
| 10Y | +146.4% | +132.5% | +14.0% | +47.1% |
| All | +3,327.4% | +560.8% | +2,766.6% | +889.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling