+49.9%
XLE vs HUM
+51.1%
-1.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | -7.2% | +1.6% | -8.8% | -7.2% |
| 30D | +0.1% | +3.5% | -3.4% | 0.0% |
| 3M | +9.2% | +15.5% | -6.3% | +8.8% |
| 6M | +8.4% | +76.2% | -67.8% | +6.8% |
| YTD | +44.9% | +64.5% | -19.6% | +43.3% |
| 1Y | +49.9% | +50.0% | -0.2% | +49.8% |
| All | +49.9% | +51.1% | -1.2% | +49.8% |
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 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