-10.5%
HUM vs IWD
+70.9%
-81.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +2.1% | -0.2% | +2.2% | +2.2% |
| 30D | +4.7% | -0.8% | +5.5% | +5.2% |
| 3M | +13.5% | +8.0% | +5.5% | +7.7% |
| 6M | +126.7% | +18.2% | +108.5% | +102.0% |
| YTD | +58.5% | +22.3% | +36.2% | +38.1% |
| 1Y | +31.7% | +28.9% | +2.9% | +11.4% |
| All | -10.5% | +70.9% | -81.4% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling