+94.8%
HUM vs XE
-66.6%
+161.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.5% | +8.4% | 0.0% |
| 7D | +1.6% | -12.9% | +14.5% | +1.7% |
| 30D | +3.5% | -30.3% | +33.8% | +3.8% |
| 3M | +15.5% | -45.9% | +61.4% | +15.9% |
| 6M | +76.2% | -66.2% | +142.4% | +73.2% |
| All | +94.8% | -66.6% | +161.4% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling