+122.1%
QLD vs HUM
+2.1%
+120.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +3.0% | +2.1% | +0.9% | +2.6% |
| 30D | -1.8% | +4.7% | -6.5% | -2.5% |
| 3M | -1.8% | +13.5% | -15.3% | -3.8% |
| 6M | +36.9% | +126.7% | -89.8% | +20.2% |
| YTD | +28.7% | +58.5% | -29.9% | +18.4% |
| 1Y | +41.9% | +31.7% | +10.1% | +34.2% |
| 3Y | +184.2% | -10.6% | +194.8% | +187.3% |
| 5Y | +122.1% | +2.5% | +119.6% | +96.8% |
| All | +122.1% | +2.1% | +120.0% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling