+124.0%
HUM vs INVH
+75.4%
+48.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +2.1% | -3.0% | +5.1% | +3.3% |
| 30D | +5.4% | -7.5% | +12.9% | +8.6% |
| 3M | +11.4% | -5.5% | +16.9% | +13.7% |
| 6M | +141.5% | +11.7% | +129.8% | +129.8% |
| YTD | +61.2% | +1.3% | +59.9% | +59.1% |
| 1Y | +49.2% | -6.1% | +55.2% | +51.6% |
| 3Y | -9.0% | -9.8% | +0.7% | -7.3% |
| 5Y | +7.2% | -19.7% | +26.9% | +12.6% |
| All | +124.0% | +75.4% | +48.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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