+743.9%
HUM vs IOVA
-91.7%
+835.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +2.1% | +5.1% | -3.0% | +2.0% |
| 30D | +4.7% | +37.2% | -32.5% | +4.3% |
| 3M | +13.5% | +117.5% | -104.0% | +12.3% |
| 6M | +126.7% | +69.6% | +57.1% | +124.8% |
| YTD | +58.5% | +218.7% | -160.1% | +56.0% |
| 1Y | +31.7% | +265.5% | -233.8% | +29.2% |
| 3Y | -10.6% | +46.2% | -56.9% | -12.3% |
| 5Y | +2.5% | -63.2% | +65.7% | +1.2% |
| 10Y | +148.7% | +6.1% | +142.6% | +143.8% |
| All | +743.9% | -91.7% | +835.6% | +753.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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