+9,127.5%
QLD vs HUM
+820.1%
+8,307.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.8% |
| 7D | +0.6% | +4.2% | -3.6% | -1.2% |
| 30D | -0.1% | +10.4% | -10.5% | -4.4% |
| 3M | -8.4% | +15.1% | -23.4% | -14.1% |
| 6M | +32.2% | +120.9% | -88.7% | -7.4% |
| YTD | +28.9% | +57.9% | -29.0% | +1.7% |
| 1Y | +43.8% | +30.6% | +13.3% | +21.0% |
| 3Y | +176.6% | -9.6% | +186.2% | +153.3% |
| 5Y | +121.6% | +1.6% | +120.0% | +84.7% |
| 10Y | +1,652.9% | +146.4% | +1,506.5% | +849.0% |
| All | +9,127.5% | +820.1% | +8,307.3% | +1,997.4% |
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