+38.0%
HUM vs IRE
-82.8%
+120.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.2% | -9.9% | +0.4% |
| 7D | +2.1% | +58.9% | -56.8% | +1.9% |
| 30D | +4.7% | +17.2% | -12.5% | +4.6% |
| 3M | +13.5% | -58.6% | +72.1% | +12.4% |
| 6M | +126.7% | -23.5% | +150.1% | +127.7% |
| YTD | +58.5% | -47.4% | +106.0% | +55.1% |
| All | +38.0% | -82.8% | +120.9% | +35.6% |
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