+33.4%
XLB vs HUM
+0.5%
+32.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.5% | -1.4% | -2.1% | -3.4% |
| 30D | -4.7% | +7.5% | -12.1% | -5.3% |
| 3M | +2.7% | +10.2% | -7.5% | +1.6% |
| 6M | +2.6% | +132.5% | -129.9% | -6.2% |
| YTD | +12.8% | +57.6% | -44.8% | +7.1% |
| 1Y | +14.0% | +48.6% | -34.6% | +8.6% |
| 3Y | +31.5% | -11.2% | +42.6% | +32.0% |
| 5Y | +33.4% | +4.8% | +28.6% | +24.5% |
| All | +33.4% | +0.5% | +32.9% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling