+143.0%
HUM vs IP
+19.1%
+123.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +7.7% | -0.9% | +8.6% | +7.9% |
| 30D | +5.8% | +6.7% | -0.9% | +3.9% |
| 3M | +14.3% | -16.6% | +30.9% | +18.9% |
| 6M | +50.9% | +6.0% | +44.9% | +46.5% |
| YTD | +74.9% | -10.7% | +85.6% | +76.2% |
| 1Y | +86.9% | -6.7% | +93.6% | +86.1% |
| 3Y | -6.7% | +17.1% | -23.8% | -17.0% |
| 5Y | +4.8% | -14.6% | +19.3% | +1.6% |
| All | +143.0% | +19.1% | +123.8% | +108.3% |
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