+40.3%
QLD vs HUM
+30.0%
+10.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -1.8% | +3.7% | -5.5% | -2.1% |
| 3M | -0.1% | +10.4% | -10.5% | -0.7% |
| 6M | +32.6% | +125.7% | -93.2% | +25.7% |
| YTD | +27.9% | +57.3% | -29.4% | +22.3% |
| 1Y | +40.3% | +48.6% | -8.4% | +35.3% |
| All | +40.3% | +30.0% | +10.3% | +35.3% |
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