-9.0%
HUM vs XLRE
+31.2%
-40.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | +2.1% | -1.2% | +3.2% | +2.3% |
| 30D | +5.4% | -2.4% | +7.8% | +5.9% |
| 3M | +11.4% | -2.5% | +13.9% | +12.0% |
| 6M | +141.5% | +4.0% | +137.5% | +138.5% |
| YTD | +61.2% | +9.3% | +51.9% | +57.3% |
| 1Y | +49.2% | +5.6% | +43.6% | +46.6% |
| 3Y | -9.0% | +31.3% | -40.3% | -9.6% |
| All | -9.0% | +31.2% | -40.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling