+148.7%
HUM vs IP
+20.7%
+128.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +4.7% | -11.2% | +15.9% | +7.6% |
| 3M | +13.5% | +12.3% | +1.2% | +9.2% |
| 6M | +126.7% | -5.2% | +131.9% | +126.5% |
| YTD | +58.5% | -4.0% | +62.5% | +57.5% |
| 1Y | +31.7% | -19.2% | +51.0% | +36.3% |
| 3Y | -10.6% | +20.3% | -31.0% | -20.7% |
| 5Y | +2.5% | -17.5% | +20.0% | +1.9% |
| 10Y | +148.7% | +21.2% | +127.5% | +88.4% |
| All | +148.7% | +20.7% | +128.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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