+45.6%
XEL vs HUM
-9.4%
+54.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | +0.1% |
| 7D | -0.3% | +2.1% | -2.3% | -0.3% |
| 30D | -3.9% | +5.4% | -9.3% | -4.0% |
| 3M | -2.8% | +11.4% | -14.2% | -3.0% |
| 6M | -5.4% | +141.5% | -146.9% | -7.6% |
| YTD | +3.8% | +61.2% | -57.4% | +2.7% |
| 1Y | +6.8% | +49.2% | -42.3% | +5.9% |
| 3Y | +45.6% | -9.0% | +54.6% | +46.0% |
| All | +45.6% | -9.4% | +54.9% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling