+808.3%
IWM vs HUM
+7,917.3%
-7,109.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.1% | +4.2% | -4.1% | -0.8% |
| 30D | -1.3% | +10.4% | -11.6% | -3.5% |
| 3M | +1.6% | +15.1% | -13.5% | -1.8% |
| 6M | +13.6% | +120.9% | -107.4% | -6.0% |
| YTD | +20.8% | +57.9% | -37.2% | +6.8% |
| 1Y | +26.4% | +30.6% | -4.1% | +15.8% |
| 3Y | +60.7% | -9.6% | +70.3% | +54.7% |
| 5Y | +38.2% | +1.6% | +36.6% | +26.9% |
| 10Y | +169.5% | +146.4% | +23.0% | +96.2% |
| All | +808.3% | +7,917.3% | -7,109.0% | +239.4% |
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