+760.2%
IVV vs HUM
+7,865.0%
-7,104.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +2.6% | +3.7% | -1.2% | +1.8% |
| 30D | -2.0% | +5.5% | -7.5% | -3.1% |
| 3M | -2.8% | +17.1% | -19.9% | -5.9% |
| 6M | +2.2% | +48.3% | -46.1% | -5.9% |
| YTD | +11.5% | +77.4% | -65.8% | -2.0% |
| 1Y | +13.5% | +92.6% | -79.1% | -2.0% |
| 3Y | +78.1% | -6.1% | +84.2% | +71.3% |
| 5Y | +73.1% | +6.2% | +66.9% | +59.5% |
| 10Y | +310.4% | +153.6% | +156.8% | +211.8% |
| All | +760.2% | +7,865.0% | -7,104.8% | +271.7% |
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