+66.9%
IYR vs HUM
+152.7%
-85.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.4% |
| 7D | -1.4% | +2.1% | -3.4% | -1.7% |
| 30D | -2.7% | +5.4% | -8.1% | -3.6% |
| 3M | -2.1% | +11.4% | -13.5% | -4.3% |
| 6M | +3.6% | +141.5% | -137.9% | -12.8% |
| YTD | +8.1% | +61.2% | -53.1% | -2.5% |
| 1Y | +4.7% | +49.2% | -44.4% | -4.7% |
| 3Y | +29.1% | -9.0% | +38.2% | +28.2% |
| 5Y | +6.9% | +7.2% | -0.2% | -2.0% |
| All | +66.9% | +152.7% | -85.8% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling