+2,383.6%
IBM vs HUM
+5,584.1%
-3,200.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.3% | +2.1% | -1.8% | 0.0% |
| 30D | -1.5% | +4.7% | -6.2% | -2.1% |
| 3M | -16.8% | +13.5% | -30.3% | -18.2% |
| 6M | -9.0% | +126.7% | -135.7% | -18.3% |
| YTD | -20.1% | +58.5% | -78.6% | -25.3% |
| 1Y | -7.0% | +31.7% | -38.8% | -11.6% |
| 3Y | +72.4% | -10.6% | +83.0% | +68.7% |
| 5Y | +112.0% | +2.5% | +109.5% | +101.7% |
| 10Y | +131.6% | +148.7% | -17.1% | +95.8% |
| All | +2,383.6% | +5,584.1% | -3,200.5% | +1,142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HUM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling