+31.7%
HUM vs IP
-21.3%
+53.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +4.7% | -11.2% | +15.9% | +6.8% |
| 3M | +13.5% | +12.3% | +1.2% | +9.5% |
| 6M | +126.7% | -5.2% | +131.9% | +129.6% |
| YTD | +58.5% | -4.0% | +62.5% | +58.7% |
| 1Y | +31.7% | -19.2% | +51.0% | +39.3% |
| All | +31.7% | -21.3% | +53.1% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling