+182.8%
IJH vs HUM
+152.3%
+30.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | -6.2% | +4.6% | -10.8% | -7.2% |
| 3M | -2.7% | +7.6% | -10.3% | -4.6% |
| 6M | +10.8% | +147.9% | -137.0% | -10.9% |
| YTD | +12.3% | +60.1% | -47.8% | -1.0% |
| 1Y | +13.6% | +49.4% | -35.7% | +1.2% |
| 3Y | +48.2% | -10.5% | +58.7% | +46.6% |
| 5Y | +48.4% | +6.4% | +41.9% | +33.0% |
| 10Y | +182.8% | +153.1% | +29.6% | +100.1% |
| All | +182.8% | +152.3% | +30.5% | +100.1% |
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