+152.3%
HUM vs IEF
+3.8%
+148.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.2% |
| 7D | +2.1% | -1.3% | +3.4% | +1.4% |
| 30D | +5.4% | -1.7% | +7.1% | +4.4% |
| 3M | +11.4% | -2.5% | +13.9% | +9.9% |
| 6M | +141.5% | -3.3% | +144.8% | +137.5% |
| YTD | +61.2% | -2.8% | +64.0% | +58.8% |
| 1Y | +49.2% | -2.7% | +51.9% | +47.1% |
| 3Y | -9.0% | +8.9% | -17.9% | -3.8% |
| 5Y | +7.2% | -9.4% | +16.6% | -8.0% |
| All | +152.3% | +3.8% | +148.5% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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