+83.0%
IVV vs HUM
+2.3%
+80.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.5% | +2.1% | -1.6% | +0.3% |
| 30D | -1.0% | +4.7% | -5.7% | -1.4% |
| 3M | +3.9% | +13.5% | -9.6% | +2.6% |
| 6M | +14.5% | +126.7% | -112.2% | +6.1% |
| YTD | +12.9% | +58.5% | -45.6% | +7.7% |
| 1Y | +19.4% | +31.7% | -12.4% | +15.6% |
| 3Y | +78.8% | -10.6% | +89.4% | +80.0% |
| All | +83.0% | +2.3% | +80.7% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling