+1,131.0%
IJR vs HUM
+8,082.2%
-6,951.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| YTD | +18.9% | +61.2% | -42.3% | +5.0% |
| 1Y | +19.9% | +49.2% | -29.2% | +7.1% |
| 3Y | +53.0% | -9.0% | +62.1% | +47.4% |
| 5Y | +40.9% | +7.2% | +33.7% | +28.0% |
| 10Y | +171.1% | +152.7% | +18.4% | +98.1% |
| All | +1,131.0% | +8,082.2% | -6,951.1% | +363.7% |
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