+8,229.2%
QLD vs HUM
+924.9%
+7,304.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.8% | +3.9% |
| 7D | -1.2% | +6.9% | -8.1% | -4.0% |
| 30D | -15.7% | +3.2% | -18.9% | -16.9% |
| 3M | -10.0% | +20.0% | -30.0% | -17.3% |
| 6M | -11.2% | +63.5% | -74.7% | -29.2% |
| YTD | +16.4% | +75.9% | -59.6% | -12.8% |
| 1Y | +12.7% | +85.7% | -73.0% | -17.9% |
| 3Y | +152.3% | -6.1% | +158.4% | +128.9% |
| 5Y | +91.8% | +5.1% | +86.6% | +58.0% |
| 10Y | +1,520.2% | +151.6% | +1,368.7% | +769.4% |
| All | +8,229.2% | +924.9% | +7,304.3% | +1,698.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling