-70.8%
QXO vs HUM
+6.5%
-77.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | 0.0% |
| 7D | -7.8% | +2.1% | -9.8% | -7.9% |
| 30D | -18.1% | +5.4% | -23.5% | -18.3% |
| 3M | -25.8% | +11.4% | -37.2% | -26.3% |
| 6M | -41.7% | +141.5% | -183.2% | -45.6% |
| YTD | -36.2% | +61.2% | -97.4% | -38.5% |
| 1Y | -42.1% | +49.2% | -91.2% | -44.1% |
| 3Y | -46.2% | -9.0% | -37.1% | -47.7% |
| All | -70.8% | +6.5% | -77.3% | -73.7% |
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