+1,502.1%
QLD vs HUM
+153.9%
+1,348.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +7.0% | +3.7% | +3.3% | +5.5% |
| 30D | -14.3% | +5.5% | -19.8% | -16.0% |
| 3M | -16.0% | +17.1% | -33.1% | -21.2% |
| 6M | -14.2% | +48.3% | -62.5% | -26.8% |
| YTD | +12.8% | +77.4% | -64.6% | -12.6% |
| 1Y | +14.1% | +92.6% | -78.5% | -14.9% |
| 3Y | +146.0% | -6.1% | +152.1% | +138.6% |
| 5Y | +82.0% | +6.2% | +75.8% | +53.9% |
| All | +1,502.1% | +153.9% | +1,348.3% | +903.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling