+50.0%
HUM vs IFF
+44.8%
+5.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.1% |
| 7D | +1.6% | -3.3% | +4.9% | +1.7% |
| 30D | +3.5% | +5.3% | -1.8% | +3.2% |
| 3M | +15.5% | +8.9% | +6.6% | +14.8% |
| 6M | +76.2% | +26.3% | +49.9% | +72.8% |
| YTD | +64.5% | +32.2% | +32.4% | +62.4% |
| 1Y | +50.0% | +45.8% | +4.3% | +48.3% |
| All | +50.0% | +44.8% | +5.2% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling