+152.3%
HUM vs XHB
+215.4%
-63.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.7% |
| 7D | +2.1% | -4.6% | +6.7% | +3.8% |
| 30D | +5.4% | -9.1% | +14.5% | +9.1% |
| 3M | +11.4% | -8.6% | +20.0% | +14.5% |
| 6M | +141.5% | -4.0% | +145.5% | +141.9% |
| YTD | +61.2% | -3.9% | +65.1% | +61.3% |
| 1Y | +49.2% | -16.5% | +65.6% | +57.5% |
| 3Y | -9.0% | +22.6% | -31.6% | -20.6% |
| 5Y | +7.2% | +33.9% | -26.8% | -12.9% |
| All | +152.3% | +215.4% | -63.1% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling