+785.7%
HUM vs XME
+244.0%
+541.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +3.7% | +1.4% | +2.3% | +3.2% |
| 3M | +10.4% | +2.7% | +7.7% | +9.2% |
| 6M | +125.7% | +6.5% | +119.2% | +119.7% |
| YTD | +57.3% | +15.2% | +42.2% | +49.1% |
| 1Y | +48.6% | +43.5% | +5.1% | +31.9% |
| 3Y | -11.3% | +135.9% | -147.2% | -32.4% |
| 5Y | +0.8% | +181.5% | -180.6% | -29.2% |
| 10Y | +146.7% | +436.9% | -290.2% | +35.2% |
| All | +785.7% | +244.0% | +541.8% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling