+811.7%
XLB vs HUM
+2,393.0%
-1,581.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -0.2% | +2.1% | -2.3% | -0.6% |
| 30D | -1.7% | +4.7% | -6.4% | -2.6% |
| 3M | +4.4% | +13.5% | -9.1% | +1.6% |
| 6M | +5.0% | +126.7% | -121.7% | -10.7% |
| YTD | +15.5% | +58.5% | -43.1% | +4.1% |
| 1Y | +14.9% | +31.7% | -16.8% | +6.7% |
| 3Y | +34.5% | -10.6% | +45.2% | +30.6% |
| 5Y | +36.5% | +2.5% | +34.1% | +27.1% |
| 10Y | +159.6% | +148.7% | +10.9% | +100.6% |
| All | +811.7% | +2,393.0% | -1,581.3% | +315.1% |
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