+8,807.1%
HUM vs IWD
+747.8%
+8,059.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | +3.7% | +2.3% | +1.5% | +1.8% |
| 30D | +5.5% | +3.6% | +1.9% | +2.4% |
| 3M | +17.1% | +2.2% | +15.0% | +15.1% |
| 6M | +48.3% | +13.0% | +35.3% | +34.2% |
| YTD | +77.4% | +26.5% | +50.9% | +46.7% |
| 1Y | +92.6% | +30.1% | +62.4% | +55.9% |
| 3Y | -6.1% | +84.9% | -91.0% | -43.0% |
| 5Y | +6.2% | +73.4% | -67.1% | -33.3% |
| 10Y | +153.6% | +204.0% | -50.4% | +0.3% |
| All | +8,807.1% | +747.8% | +8,059.3% | +1,356.1% |
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 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