+8.0%
HUM vs IP
-13.5%
+21.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | +5.5% | +7.9% | -2.4% | +4.5% |
| 3M | +17.1% | -15.3% | +32.5% | +19.2% |
| 6M | +48.3% | +10.5% | +37.8% | +45.3% |
| YTD | +77.4% | -9.4% | +86.8% | +78.1% |
| 1Y | +92.6% | -4.6% | +97.2% | +92.2% |
| 3Y | -6.1% | +21.2% | -27.3% | -8.6% |
| All | +8.0% | -13.5% | +21.5% | +16.4% |
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 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