+213.7%
ICE vs HUM
+152.7%
+61.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | +0.6% |
| 7D | -2.4% | +2.1% | -4.5% | -2.7% |
| 30D | +4.0% | +5.4% | -1.4% | +3.0% |
| 3M | +13.7% | +11.4% | +2.3% | +11.2% |
| 6M | +0.9% | +141.5% | -140.6% | -14.9% |
| YTD | -2.1% | +61.2% | -63.3% | -11.7% |
| 1Y | -9.5% | +49.2% | -58.7% | -17.5% |
| 3Y | +42.1% | -9.0% | +51.1% | +40.8% |
| 5Y | +41.4% | +7.2% | +34.2% | +30.0% |
| All | +213.7% | +152.7% | +61.0% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling