+7,801.0%
HUM vs IWF
+720.7%
+7,080.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.2% | +0.5% | -0.8% | -0.6% |
| 30D | +3.7% | -1.4% | +5.1% | +4.6% |
| 3M | +10.4% | +0.4% | +10.0% | +9.8% |
| 6M | +125.7% | +8.5% | +117.3% | +113.6% |
| YTD | +57.3% | +3.7% | +53.7% | +52.5% |
| 1Y | +48.6% | +8.5% | +40.2% | +39.7% |
| 3Y | -11.3% | +78.5% | -89.8% | -41.7% |
| 5Y | +0.8% | +73.6% | -72.8% | -34.9% |
| 10Y | +146.7% | +421.3% | -274.6% | -27.2% |
| All | +7,801.0% | +720.7% | +7,080.3% | +1,338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling