+0.8%
HUM vs IWD
+72.9%
-72.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -0.2% | -1.2% | +0.9% | +0.5% |
| 30D | +3.7% | -1.6% | +5.4% | +4.8% |
| 3M | +10.4% | +7.0% | +3.4% | +5.8% |
| 6M | +125.7% | +17.0% | +108.8% | +104.5% |
| YTD | +57.3% | +21.6% | +35.7% | +39.2% |
| 1Y | +48.6% | +28.0% | +20.6% | +27.8% |
| 3Y | -11.3% | +70.6% | -81.9% | -34.5% |
| 5Y | +0.8% | +73.3% | -72.5% | -26.8% |
| All | +0.8% | +72.9% | -72.1% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling