+5.3%
HUM vs XLRE
+8.4%
-3.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | +2.1% | -1.2% | +3.2% | +2.4% |
| 30D | +5.4% | -2.4% | +7.8% | +6.1% |
| 3M | +11.4% | -2.5% | +13.9% | +12.1% |
| 6M | +141.5% | +4.0% | +137.5% | +138.0% |
| YTD | +61.2% | +9.3% | +51.9% | +56.5% |
| 1Y | +49.2% | +5.6% | +43.6% | +46.3% |
| 3Y | -9.0% | +31.3% | -40.3% | -16.4% |
| All | +5.3% | +8.4% | -3.1% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling