+159.8%
XLB vs HUM
+152.7%
+7.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | -2.8% | +2.1% | -4.9% | -3.2% |
| 30D | -3.1% | +5.4% | -8.5% | -4.1% |
| 3M | -0.2% | +11.4% | -11.6% | -2.7% |
| 6M | +3.1% | +141.5% | -138.4% | -15.2% |
| YTD | +13.3% | +61.2% | -47.9% | +0.8% |
| 1Y | +12.0% | +49.2% | -37.1% | +0.8% |
| 3Y | +31.4% | -9.0% | +40.4% | +29.8% |
| 5Y | +33.9% | +7.2% | +26.8% | +21.3% |
| All | +159.8% | +152.7% | +7.1% | +85.5% |
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