+5.3%
HUM vs IWF
+73.7%
-68.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +2.1% | -0.9% | +3.0% | +2.3% |
| 30D | +5.4% | -1.7% | +7.1% | +5.8% |
| 3M | +11.4% | +0.7% | +10.7% | +11.1% |
| 6M | +141.5% | +8.6% | +132.9% | +136.2% |
| YTD | +61.2% | +3.5% | +57.7% | +59.3% |
| 1Y | +49.2% | +7.0% | +42.1% | +46.1% |
| 3Y | -9.0% | +76.3% | -85.4% | -22.8% |
| All | +5.3% | +73.7% | -68.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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