+168.1%
IJR vs HUM
+152.7%
+15.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | 0.0% |
| 7D | -2.2% | +2.1% | -4.2% | -2.6% |
| 30D | -4.6% | +5.4% | -10.0% | -5.7% |
| 3M | +0.2% | +11.4% | -11.2% | -2.4% |
| 6M | +14.7% | +141.5% | -126.8% | -6.8% |
| YTD | +18.9% | +61.2% | -42.3% | +4.9% |
| 1Y | +19.9% | +49.2% | -29.2% | +7.1% |
| 3Y | +53.0% | -9.0% | +62.1% | +50.6% |
| 5Y | +40.9% | +7.2% | +33.7% | +26.6% |
| All | +168.1% | +152.7% | +15.4% | +84.3% |
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