+81.1%
QLD vs HUM
-2.1%
+83.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.2% | +7.2% |
| 7D | -1.4% | +3.1% | -4.6% | -1.9% |
| 30D | -19.6% | -1.8% | -17.8% | -19.4% |
| 3M | -14.1% | +10.2% | -24.3% | -15.5% |
| 6M | -13.6% | +54.6% | -68.2% | -19.4% |
| YTD | +12.5% | +66.8% | -54.3% | +2.9% |
| 1Y | +13.1% | +70.1% | -57.0% | +2.8% |
| 3Y | +154.7% | -11.3% | +166.1% | +162.3% |
| 5Y | +81.1% | -1.2% | +82.3% | +69.3% |
| All | +81.1% | -2.1% | +83.2% | +69.3% |
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 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