+0.4%
HUM vs IP
-12.0%
+12.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.2% |
| 7D | +4.6% | -5.1% | +9.7% | +5.2% |
| 30D | +9.6% | +8.5% | +1.1% | +8.5% |
| 3M | +18.4% | -13.8% | +32.2% | +20.2% |
| 6M | +76.9% | +5.7% | +71.1% | +74.4% |
| YTD | +71.0% | -9.1% | +80.1% | +71.6% |
| 1Y | +75.0% | -0.8% | +75.8% | +74.0% |
| 3Y | -7.7% | +14.8% | -22.5% | -9.4% |
| All | +0.4% | -12.0% | +12.4% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling