+34.5%
QXO vs HUM
+152.7%
-118.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.1% |
| 7D | -7.8% | +2.1% | -9.8% | -8.0% |
| 30D | -18.1% | +5.4% | -23.5% | -18.5% |
| 3M | -25.8% | +11.4% | -37.2% | -26.7% |
| 6M | -41.7% | +141.5% | -183.2% | -47.4% |
| YTD | -36.2% | +61.2% | -97.4% | -39.8% |
| 1Y | -42.1% | +49.2% | -91.2% | -45.1% |
| 3Y | -46.2% | -9.0% | -37.1% | -47.6% |
| 5Y | -70.7% | +7.2% | -77.9% | -72.5% |
| All | +34.5% | +152.7% | -118.2% | +7.4% |
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 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