+776.1%
IVV vs HUM
+6,992.2%
-6,216.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.1% | +4.2% | -4.0% | -0.7% |
| 30D | +0.1% | +10.4% | -10.3% | -1.9% |
| 3M | +2.0% | +15.1% | -13.1% | -1.0% |
| 6M | +13.0% | +120.9% | -107.9% | -3.7% |
| YTD | +13.6% | +57.9% | -44.3% | +2.3% |
| 1Y | +20.1% | +30.6% | -10.5% | +11.4% |
| 3Y | +77.6% | -9.6% | +87.2% | +71.9% |
| 5Y | +82.5% | +1.6% | +80.9% | +69.7% |
| 10Y | +316.5% | +146.4% | +170.1% | +218.9% |
| All | +776.1% | +6,992.2% | -6,216.1% | +288.1% |
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 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