+30.6%
HUM vs XYL
-23.4%
+53.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +4.2% | -5.0% | +9.2% | +5.9% |
| 30D | +10.4% | -13.2% | +23.6% | +15.8% |
| 3M | +15.1% | -3.7% | +18.8% | +14.3% |
| 6M | +120.9% | -17.7% | +138.6% | +142.8% |
| YTD | +57.9% | -21.5% | +79.5% | +80.5% |
| 1Y | +30.6% | -24.5% | +55.1% | +50.0% |
| All | +30.6% | -23.4% | +53.9% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling