+6,046.8%
HUM vs IP
+331.0%
+5,715.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.1% |
| 7D | +4.6% | -5.1% | +9.7% | +6.0% |
| 30D | +9.6% | +8.5% | +1.1% | +7.2% |
| 3M | +18.4% | -13.8% | +32.2% | +22.4% |
| 6M | +76.9% | +5.7% | +71.1% | +71.9% |
| YTD | +71.0% | -9.1% | +80.1% | +71.5% |
| 1Y | +75.0% | -0.8% | +75.8% | +71.6% |
| 3Y | -7.7% | +14.8% | -22.5% | -16.1% |
| 5Y | +0.6% | -11.5% | +12.1% | -3.8% |
| 10Y | +182.1% | +27.9% | +154.2% | +134.6% |
| All | +6,046.8% | +331.0% | +5,715.8% | +2,933.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling