+184.2%
QLD vs HUM
-11.4%
+195.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +3.0% | +2.1% | +0.9% | +2.8% |
| 30D | -1.8% | +4.7% | -6.5% | -2.2% |
| 3M | -1.8% | +13.5% | -15.3% | -2.7% |
| 6M | +36.9% | +126.7% | -89.8% | +29.4% |
| YTD | +28.7% | +58.5% | -29.9% | +23.8% |
| 1Y | +41.9% | +31.7% | +10.1% | +38.0% |
| 3Y | +184.2% | -10.6% | +194.8% | +157.5% |
| All | +184.2% | -11.4% | +195.6% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling