+2,550.6%
SOXX vs HUM
+4,676.4%
-2,125.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.4% |
| 7D | +1.4% | +2.1% | -0.7% | +0.9% |
| 30D | -3.6% | +5.4% | -9.0% | -4.7% |
| 3M | -10.2% | +11.4% | -21.6% | -12.5% |
| 6M | +54.2% | +141.5% | -87.3% | +25.7% |
| YTD | +75.2% | +61.2% | +14.0% | +54.4% |
| 1Y | +107.5% | +49.2% | +58.4% | +84.9% |
| 3Y | +226.8% | -9.0% | +235.8% | +213.3% |
| 5Y | +251.2% | +7.2% | +244.1% | +215.7% |
| 10Y | +1,567.6% | +152.7% | +1,415.0% | +1,086.9% |
| All | +2,550.6% | +4,676.4% | -2,125.8% | +688.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling