-6.1%
HUM vs IWD
+85.1%
-91.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +3.7% | +2.3% | +1.5% | +2.1% |
| 30D | +5.5% | +3.6% | +1.9% | +2.7% |
| 3M | +17.1% | +2.2% | +15.0% | +15.2% |
| 6M | +48.3% | +13.0% | +35.3% | +35.4% |
| YTD | +77.4% | +26.5% | +50.9% | +48.8% |
| 1Y | +92.6% | +30.1% | +62.4% | +58.7% |
| 3Y | -6.1% | +84.9% | -91.0% | -31.1% |
| All | -6.1% | +85.1% | -91.3% | -31.1% |
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