+48.6%
HUM vs IWD
+27.7%
+20.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.4% | -2.3% | +0.9% | +0.7% |
| 30D | +7.5% | -1.8% | +9.3% | +9.2% |
| 3M | +10.2% | +8.0% | +2.2% | +2.1% |
| 6M | +132.5% | +17.0% | +115.5% | +94.2% |
| YTD | +57.6% | +21.3% | +36.3% | +24.0% |
| 1Y | +48.6% | +27.9% | +20.6% | +9.7% |
| All | +48.6% | +27.7% | +20.9% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling