+49.2%
HUM vs IRM
+22.0%
+27.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.8% |
| 6M | +141.5% | +8.7% | +132.8% | +131.8% |
| YTD | +61.2% | +40.9% | +20.2% | +39.1% |
| 1Y | +49.2% | +20.5% | +28.6% | +35.2% |
| All | +49.2% | +22.0% | +27.1% | +35.2% |
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