+147.8%
XEL vs HUM
+152.7%
-4.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.2% |
| 7D | -0.3% | +2.1% | -2.3% | -0.6% |
| 30D | -3.9% | +5.4% | -9.3% | -4.7% |
| 3M | -2.8% | +11.4% | -14.2% | -4.5% |
| 6M | -5.4% | +141.5% | -146.9% | -17.9% |
| YTD | +3.8% | +61.2% | -57.4% | -4.7% |
| 1Y | +6.8% | +49.2% | -42.3% | -1.0% |
| 3Y | +45.6% | -9.0% | +54.6% | +45.6% |
| 5Y | +30.7% | +7.2% | +23.5% | +22.5% |
| All | +147.8% | +152.7% | -4.9% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling