+558.6%
QQQ vs HUM
+152.7%
+405.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | -0.6% | +2.1% | -2.6% | -0.9% |
| 30D | -1.2% | +5.4% | -6.6% | -2.2% |
| 3M | -0.2% | +11.4% | -11.6% | -2.4% |
| 6M | +17.9% | +141.5% | -123.6% | -0.8% |
| YTD | +16.6% | +61.2% | -44.5% | +5.0% |
| 1Y | +23.0% | +49.2% | -26.2% | +11.8% |
| 3Y | +92.9% | -9.0% | +102.0% | +91.2% |
| 5Y | +95.6% | +7.2% | +88.4% | +78.2% |
| All | +558.6% | +152.7% | +405.9% | +387.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling