+516.6%
HUM vs XYL
+459.9%
+56.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.2% | +0.8% | -1.1% | -0.5% |
| 30D | +3.7% | -10.8% | +14.6% | +7.4% |
| 3M | +10.4% | -2.5% | +12.9% | +10.7% |
| 6M | +125.7% | -12.2% | +137.9% | +133.3% |
| YTD | +57.3% | -20.1% | +77.4% | +68.1% |
| 1Y | +48.6% | -20.6% | +69.3% | +59.2% |
| 3Y | -11.3% | +17.3% | -28.6% | -18.2% |
| 5Y | +0.8% | -14.5% | +15.3% | +1.3% |
| 10Y | +146.7% | +150.2% | -3.5% | +68.5% |
| All | +516.6% | +459.9% | +56.7% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling