+50.0%
HUM vs IRM
+19.5%
+30.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +1.6% | +2.6% | -1.0% | +1.1% |
| 30D | +3.5% | +5.6% | -2.1% | +2.6% |
| 3M | +15.5% | -4.7% | +20.2% | +16.3% |
| 6M | +76.2% | -6.1% | +82.3% | +77.2% |
| YTD | +64.5% | +46.3% | +18.2% | +39.5% |
| 1Y | +50.0% | +18.7% | +31.3% | +44.1% |
| All | +50.0% | +19.5% | +30.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling