+2.9%
HUM vs SOXQ
+286.7%
-283.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.2% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +5.4% | -4.6% | +10.0% | +5.7% |
| 3M | +11.4% | -10.2% | +21.6% | +11.9% |
| 6M | +141.5% | +49.7% | +91.8% | +134.6% |
| YTD | +61.2% | +67.2% | -6.1% | +55.3% |
| 1Y | +49.2% | +98.0% | -48.9% | +42.2% |
| 3Y | -9.0% | +237.2% | -246.2% | -17.2% |
| 5Y | +7.2% | +261.3% | -254.1% | -6.0% |
| All | +2.9% | +286.7% | -283.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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