+6,224.9%
HUM vs IP
+332.6%
+5,892.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +6.9% | -2.8% | +9.7% | +7.6% |
| 30D | +3.2% | +9.2% | -6.0% | +0.7% |
| 3M | +20.0% | -16.1% | +36.1% | +24.8% |
| 6M | +63.5% | +9.6% | +53.9% | +57.3% |
| YTD | +75.9% | -8.8% | +84.7% | +76.2% |
| 1Y | +85.7% | -5.5% | +91.2% | +84.3% |
| 3Y | -6.1% | +19.6% | -25.7% | -15.7% |
| 5Y | +5.1% | -13.5% | +18.6% | +1.1% |
| 10Y | +151.6% | +22.4% | +129.1% | +111.4% |
| All | +6,224.9% | +332.6% | +5,892.3% | +3,017.2% |
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