+54.4%
HUM vs IRE
-98.1%
+152.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.4% | +15.8% | +1.5% |
| 7D | +3.7% | -31.8% | +35.6% | +4.0% |
| 30D | +5.5% | -71.8% | +77.3% | +5.9% |
| 3M | +17.1% | -88.9% | +106.0% | +17.7% |
| 6M | +48.3% | -95.4% | +143.6% | +47.9% |
| YTD | +77.4% | -94.2% | +171.6% | +74.4% |
| 1Y | +92.6% | -97.1% | +189.7% | +89.8% |
| All | +54.4% | -98.1% | +152.5% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling