+7,831.0%
HUM vs IWD
+726.5%
+7,104.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.7% |
| 7D | +4.2% | -0.3% | +4.4% | +4.4% |
| 30D | +10.4% | +0.6% | +9.8% | +9.8% |
| 3M | +15.1% | +7.2% | +7.8% | +8.7% |
| 6M | +120.9% | +16.2% | +104.7% | +95.6% |
| YTD | +57.9% | +23.3% | +34.6% | +33.3% |
| 1Y | +30.6% | +29.6% | +1.0% | +6.1% |
| 3Y | -9.6% | +70.5% | -80.1% | -41.6% |
| 5Y | +1.6% | +73.5% | -71.9% | -36.2% |
| 10Y | +146.4% | +198.3% | -51.9% | -1.0% |
| All | +7,831.0% | +726.5% | +7,104.5% | +1,224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling