+152.3%
HUM vs IQV
+242.6%
-90.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +1.7% |
| 7D | +2.1% | -2.2% | +4.3% | +2.8% |
| 30D | +5.4% | +8.3% | -2.9% | +2.4% |
| 3M | +11.4% | +44.6% | -33.2% | -3.2% |
| 6M | +141.5% | +52.6% | +88.9% | +104.7% |
| YTD | +61.2% | +16.1% | +45.1% | +49.2% |
| 1Y | +49.2% | +37.3% | +11.9% | +29.1% |
| 3Y | -9.0% | +21.6% | -30.6% | -20.8% |
| 5Y | +7.2% | +0.5% | +6.7% | -1.5% |
| All | +152.3% | +242.6% | -90.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling