+3,686.5%
HUM vs IEF
+126.7%
+3,559.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.3% |
| 7D | -1.4% | -1.2% | -0.2% | -2.2% |
| 30D | +7.5% | -1.5% | +9.0% | +6.5% |
| 3M | +10.2% | -1.7% | +11.9% | +9.0% |
| 6M | +132.5% | -3.5% | +136.0% | +127.3% |
| YTD | +57.6% | -2.6% | +60.3% | +54.9% |
| 1Y | +48.6% | -2.4% | +51.0% | +46.2% |
| 3Y | -11.2% | +8.9% | -20.1% | -5.4% |
| 5Y | +4.8% | -9.2% | +14.0% | -3.7% |
| 10Y | +147.1% | +3.9% | +143.2% | +156.3% |
| All | +3,686.5% | +126.7% | +3,559.8% | +7,683.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling