+95.7%
QQQ vs HUM
+6.5%
+89.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.7% |
| 7D | -0.6% | +2.1% | -2.6% | -0.7% |
| 30D | -1.2% | +5.4% | -6.6% | -1.6% |
| 3M | -0.2% | +11.4% | -11.6% | -1.1% |
| 6M | +17.9% | +141.5% | -123.6% | +9.9% |
| YTD | +16.6% | +61.2% | -44.5% | +11.8% |
| 1Y | +23.0% | +49.2% | -26.2% | +18.4% |
| 3Y | +92.9% | -9.0% | +102.0% | +93.9% |
| All | +95.7% | +6.5% | +89.2% | +81.5% |
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