+123.0%
IBM vs HUM
+6.5%
+116.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.9% |
| 7D | +3.6% | +2.1% | +1.5% | +3.5% |
| 30D | +3.1% | +5.4% | -2.3% | +2.9% |
| 3M | -10.8% | +11.4% | -22.3% | -11.3% |
| 6M | -0.8% | +141.5% | -142.3% | -5.1% |
| YTD | -16.2% | +61.2% | -77.4% | -18.5% |
| 1Y | -2.9% | +49.2% | -52.0% | -5.4% |
| 3Y | +79.8% | -9.0% | +88.9% | +80.0% |
| All | +123.0% | +6.5% | +116.5% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling