+5.3%
HUM vs IRM
+197.3%
-192.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +2.0% |
| 7D | +2.1% | -1.4% | +3.5% | +2.2% |
| 30D | +5.4% | -7.4% | +12.8% | +6.4% |
| 3M | +11.4% | -7.4% | +18.8% | +12.3% |
| 6M | +141.5% | +8.7% | +132.8% | +137.7% |
| YTD | +61.2% | +40.9% | +20.2% | +53.0% |
| 1Y | +49.2% | +20.5% | +28.6% | +44.3% |
| 3Y | -9.0% | +101.7% | -110.7% | -21.6% |
| All | +5.3% | +197.3% | -192.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling