+30.9%
XLB vs HUM
-11.4%
+42.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.5% | -1.4% | -2.1% | -3.5% |
| 30D | -4.7% | +7.5% | -12.1% | -5.0% |
| 3M | +2.7% | +10.2% | -7.5% | +2.1% |
| 6M | +2.6% | +132.5% | -129.9% | -2.9% |
| YTD | +12.8% | +57.6% | -44.8% | +9.3% |
| 1Y | +14.0% | +48.6% | -34.6% | +10.6% |
| All | +30.9% | -11.4% | +42.3% | +25.8% |
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