+2,244.9%
ICE vs HUM
+932.5%
+1,312.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.9% | -0.2% | -0.6% | -0.8% |
| 30D | +4.0% | +3.7% | +0.2% | +3.0% |
| 3M | +11.0% | +10.4% | +0.6% | +7.9% |
| 6M | -5.0% | +125.7% | -130.7% | -22.9% |
| YTD | -2.7% | +57.3% | -60.0% | -14.7% |
| 1Y | -8.6% | +48.6% | -57.3% | -19.3% |
| 3Y | +41.4% | -11.3% | +52.7% | +36.5% |
| 5Y | +39.9% | +0.8% | +39.0% | +27.2% |
| 10Y | +214.9% | +146.7% | +68.2% | +112.5% |
| All | +2,244.9% | +932.5% | +1,312.5% | +682.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling