+12.0%
XLB vs HUM
+50.8%
-38.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.3% |
| 7D | -2.8% | +2.1% | -4.9% | -2.9% |
| 30D | -3.1% | +5.4% | -8.5% | -3.3% |
| 3M | -0.2% | +11.4% | -11.6% | -0.7% |
| 6M | +3.1% | +141.5% | -138.4% | -2.2% |
| YTD | +13.3% | +61.2% | -47.9% | +10.6% |
| 1Y | +12.0% | +49.2% | -37.1% | +9.3% |
| All | +12.0% | +50.8% | -38.7% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling