+76.9%
IVV vs HUM
-11.5%
+88.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.4% | +3.7% | -5.1% | -1.5% |
| 3M | +3.7% | +10.4% | -6.7% | +3.2% |
| 6M | +13.0% | +125.7% | -112.7% | +8.6% |
| YTD | +12.4% | +57.3% | -44.9% | +9.6% |
| 1Y | +18.6% | +48.6% | -30.0% | +15.8% |
| All | +76.9% | -11.5% | +88.4% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling