-2.0%
XLC vs HUM
+50.8%
-52.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.9% |
| 7D | +0.5% | +2.1% | -1.5% | +0.4% |
| 30D | +2.1% | +5.4% | -3.3% | +1.9% |
| 3M | +0.7% | +11.4% | -10.7% | +0.2% |
| 6M | -3.2% | +141.5% | -144.7% | -7.1% |
| YTD | -3.8% | +61.2% | -65.0% | -6.1% |
| 1Y | -2.0% | +49.2% | -51.2% | -4.4% |
| All | -2.0% | +50.8% | -52.8% | -4.4% |
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