+113.9%
SOXX vs HUM
+31.0%
+82.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | +2.2% | +4.2% | -1.9% | +1.9% |
| 30D | -2.0% | +10.4% | -12.4% | -2.7% |
| 3M | -13.7% | +15.1% | -28.8% | -14.2% |
| 6M | +52.4% | +120.9% | -68.5% | +45.6% |
| YTD | +72.8% | +57.9% | +14.9% | +66.5% |
| 1Y | +113.9% | +30.6% | +83.3% | +109.1% |
| All | +113.9% | +31.0% | +82.9% | +109.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling