+247.9%
SOXX vs HUM
+6.5%
+241.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.7% |
| 7D | +1.4% | +2.1% | -0.7% | +1.2% |
| 30D | -3.6% | +5.4% | -9.0% | -3.9% |
| 3M | -10.2% | +11.4% | -21.6% | -10.8% |
| 6M | +54.2% | +141.5% | -87.3% | +45.5% |
| YTD | +75.2% | +61.2% | +14.0% | +68.7% |
| 1Y | +107.5% | +49.2% | +58.4% | +100.4% |
| 3Y | +226.8% | -9.0% | +235.8% | +222.5% |
| All | +247.9% | +6.5% | +241.4% | +213.6% |
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