+41.7%
ICE vs HUM
+6.5%
+35.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | +0.8% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | +4.0% | +5.4% | -1.4% | +3.6% |
| 3M | +13.7% | +11.4% | +2.3% | +12.5% |
| 6M | +0.9% | +141.5% | -140.6% | -7.2% |
| YTD | -2.1% | +61.2% | -63.3% | -7.0% |
| 1Y | -9.5% | +49.2% | -58.7% | -13.6% |
| 3Y | +42.1% | -9.0% | +51.1% | +43.1% |
| All | +41.7% | +6.5% | +35.2% | +31.5% |
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