+30.6%
HUM vs XHB
-9.3%
+39.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +4.2% | -1.3% | +5.4% | +4.4% |
| 30D | +10.4% | -6.9% | +17.2% | +12.2% |
| 3M | +15.1% | -1.3% | +16.3% | +14.5% |
| 6M | +120.9% | -6.8% | +127.7% | +127.9% |
| YTD | +57.9% | +0.7% | +57.2% | +53.7% |
| 1Y | +30.6% | -11.2% | +41.8% | +46.3% |
| All | +30.6% | -9.3% | +39.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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