+152.3%
HUM vs IFF
-20.3%
+172.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +2.1% | -3.2% | +5.2% | +2.7% |
| 30D | +5.4% | -0.3% | +5.7% | +5.4% |
| 3M | +11.4% | +8.4% | +3.0% | +9.2% |
| 6M | +141.5% | +23.0% | +118.5% | +128.6% |
| YTD | +61.2% | +25.5% | +35.7% | +51.8% |
| 1Y | +49.2% | +29.1% | +20.1% | +39.3% |
| 3Y | -9.0% | +31.7% | -40.7% | -17.9% |
| 5Y | +7.2% | -35.2% | +42.4% | +15.4% |
| All | +152.3% | -20.3% | +172.5% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling