+23.8%
IWM vs HUM
+6.2%
+17.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +1.4% | +3.7% | -2.3% | +1.0% |
| 30D | +2.3% | +5.5% | -3.2% | +1.6% |
| 3M | -8.3% | +17.1% | -25.5% | -10.0% |
| 6M | -1.3% | +48.3% | -49.6% | -5.8% |
| YTD | +13.5% | +77.4% | -63.9% | +5.4% |
| 1Y | +18.4% | +92.6% | -74.2% | +8.7% |
| 3Y | +69.6% | -6.1% | +75.7% | +68.4% |
| All | +23.8% | +6.2% | +17.5% | +15.1% |
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 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