+152.3%
HUM vs XME
+421.4%
-269.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +2.1% | -4.2% | +6.3% | +3.1% |
| 30D | +5.4% | -2.7% | +8.1% | +5.9% |
| 3M | +11.4% | -3.9% | +15.3% | +12.1% |
| 6M | +141.5% | -1.0% | +142.5% | +139.5% |
| YTD | +61.2% | +9.8% | +51.4% | +54.7% |
| 1Y | +49.2% | +32.5% | +16.6% | +35.2% |
| 3Y | -9.0% | +124.3% | -133.4% | -29.8% |
| 5Y | +7.2% | +165.8% | -158.6% | -24.3% |
| All | +152.3% | +421.4% | -269.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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