+1,882.2%
XEL vs HUM
+5,550.8%
-3,668.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.2% | -1.4% | +0.2% | -1.1% |
| 30D | -2.9% | +7.5% | -10.4% | -3.6% |
| 3M | -2.7% | +10.2% | -12.9% | -3.9% |
| 6M | -6.5% | +132.5% | -139.0% | -15.1% |
| YTD | +3.6% | +57.6% | -54.0% | -2.3% |
| 1Y | +7.5% | +48.6% | -41.1% | +1.7% |
| 3Y | +46.3% | -11.2% | +57.5% | +44.0% |
| 5Y | +30.5% | +4.8% | +25.7% | +25.1% |
| 10Y | +151.4% | +147.1% | +4.3% | +118.3% |
| All | +1,882.2% | +5,550.8% | -3,668.6% | +1,080.7% |
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