+42.1%
ICE vs HUM
-9.4%
+51.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | +0.9% |
| 7D | -2.4% | +2.1% | -4.5% | -2.5% |
| 30D | +4.0% | +5.4% | -1.4% | +3.8% |
| 3M | +13.7% | +11.4% | +2.3% | +13.0% |
| 6M | +0.9% | +141.5% | -140.6% | -4.0% |
| YTD | -2.1% | +61.2% | -63.3% | -5.1% |
| 1Y | -9.5% | +49.2% | -58.7% | -12.1% |
| 3Y | +42.1% | -9.0% | +51.1% | +38.4% |
| All | +42.1% | -9.4% | +51.4% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling