+69.7%
XLC vs HUM
-11.4%
+81.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.7% | -1.4% | -0.2% | -1.6% |
| 30D | +0.2% | +7.5% | -7.3% | -0.1% |
| 3M | +0.7% | +10.2% | -9.5% | +0.3% |
| 6M | -4.5% | +132.5% | -137.0% | -7.8% |
| YTD | -4.7% | +57.6% | -62.4% | -6.7% |
| 1Y | -1.5% | +48.6% | -50.1% | -3.4% |
| All | +69.7% | -11.4% | +81.0% | +61.9% |
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