+20.1%
IVV vs HUM
+31.0%
-10.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +0.1% | +4.2% | -4.0% | 0.0% |
| 30D | +0.1% | +10.4% | -10.3% | -0.3% |
| 3M | +2.0% | +15.1% | -13.1% | +1.5% |
| 6M | +13.0% | +120.9% | -107.9% | +9.7% |
| YTD | +13.6% | +57.9% | -44.3% | +11.1% |
| 1Y | +20.1% | +30.6% | -10.5% | +17.7% |
| All | +20.1% | +31.0% | -10.9% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling