+14.7%
QLD vs HUM
+51.1%
-36.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -9.4% | +1.6% | -11.0% | -9.5% |
| 30D | -17.1% | +3.5% | -20.6% | -17.3% |
| 3M | -10.4% | +15.5% | -25.9% | -11.4% |
| 6M | +0.7% | +76.2% | -75.5% | -2.7% |
| YTD | +17.7% | +64.5% | -46.8% | +11.8% |
| 1Y | +14.7% | +50.0% | -35.3% | +9.9% |
| All | +14.7% | +51.1% | -36.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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