+313.6%
IVV vs HUM
+147.1%
+166.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.0% | -1.4% | -0.6% | -1.7% |
| 30D | -1.6% | +7.5% | -9.1% | -3.1% |
| 3M | +4.8% | +10.2% | -5.5% | +2.5% |
| 6M | +12.6% | +132.5% | -120.0% | -6.0% |
| YTD | +11.8% | +57.6% | -45.8% | +0.2% |
| 1Y | +17.6% | +48.6% | -31.0% | +6.1% |
| 3Y | +77.0% | -11.2% | +88.2% | +76.0% |
| 5Y | +82.6% | +4.8% | +77.8% | +66.3% |
| All | +313.6% | +147.1% | +166.5% | +200.3% |
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