+152.3%
HUM vs IRM
+440.8%
-288.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +1.9% |
| 7D | +2.1% | -1.4% | +3.5% | +2.3% |
| 30D | +5.4% | -7.4% | +12.8% | +6.9% |
| 3M | +11.4% | -7.4% | +18.8% | +12.9% |
| 6M | +141.5% | +8.7% | +132.8% | +135.9% |
| YTD | +61.2% | +40.9% | +20.2% | +48.9% |
| 1Y | +49.2% | +20.5% | +28.6% | +42.1% |
| 3Y | -9.0% | +101.7% | -110.7% | -25.5% |
| 5Y | +7.2% | +197.7% | -190.5% | -22.4% |
| All | +152.3% | +440.8% | -288.5% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling