+19.9%
XBI vs HUM
+6.5%
+13.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.7% |
| 7D | -4.6% | +2.1% | -6.7% | -4.9% |
| 30D | -2.0% | +5.4% | -7.4% | -2.8% |
| 3M | +17.8% | +11.4% | +6.4% | +15.8% |
| 6M | +23.7% | +141.5% | -117.8% | +8.2% |
| YTD | +28.2% | +61.2% | -33.0% | +18.1% |
| 1Y | +64.0% | +49.2% | +14.8% | +52.2% |
| 3Y | +99.4% | -9.0% | +108.4% | +98.9% |
| All | +19.9% | +6.5% | +13.4% | +8.0% |
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