-11.8%
HUM vs IP
+25.8%
-37.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | +4.2% | -5.3% | +9.4% | +4.7% |
| 30D | +10.4% | -10.9% | +21.2% | +11.7% |
| 3M | +15.1% | +11.2% | +3.9% | +13.1% |
| 6M | +120.9% | -10.2% | +131.1% | +122.8% |
| YTD | +57.9% | -2.0% | +59.9% | +57.6% |
| 1Y | +30.6% | -19.1% | +49.7% | +31.8% |
| All | -11.8% | +25.8% | -37.6% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling