+37.9%
IWM vs HUM
+6.5%
+31.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | +0.2% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | -4.6% | +5.4% | -10.0% | -5.1% |
| 3M | -0.3% | +11.4% | -11.7% | -1.6% |
| 6M | +14.7% | +141.5% | -126.8% | +3.0% |
| YTD | +17.8% | +61.2% | -43.3% | +10.5% |
| 1Y | +21.2% | +49.2% | -27.9% | +14.3% |
| 3Y | +62.3% | -9.0% | +71.4% | +61.0% |
| All | +37.9% | +6.5% | +31.4% | +25.7% |
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 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