+146.7%
HUM vs IWD
+201.1%
-54.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.4% | -2.3% | +0.9% | +0.5% |
| 30D | +7.5% | -1.8% | +9.3% | +9.0% |
| 3M | +10.2% | +8.0% | +2.2% | +3.5% |
| 6M | +132.5% | +17.0% | +115.5% | +104.5% |
| YTD | +57.6% | +21.3% | +36.3% | +34.7% |
| 1Y | +48.6% | +27.9% | +20.6% | +21.8% |
| 3Y | -11.2% | +70.1% | -81.2% | -42.6% |
| 5Y | +4.8% | +74.2% | -69.4% | -34.7% |
| All | +146.7% | +201.1% | -54.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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