+763.7%
IVV vs HUM
+7,753.1%
-6,989.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +3.3% | +7.7% | -4.4% | +1.8% |
| 30D | -2.7% | +5.8% | -8.4% | -3.8% |
| 3M | -1.7% | +14.3% | -16.1% | -4.5% |
| 6M | +3.2% | +50.9% | -47.7% | -5.3% |
| YTD | +12.0% | +74.9% | -62.9% | -1.3% |
| 1Y | +12.1% | +86.9% | -74.8% | -2.7% |
| 3Y | +78.6% | -6.7% | +85.3% | +71.9% |
| 5Y | +73.8% | +4.8% | +69.1% | +60.6% |
| 10Y | +312.1% | +150.1% | +162.1% | +213.9% |
| All | +763.7% | +7,753.1% | -6,989.4% | +274.3% |
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 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