+177.8%
XLE vs HUM
+152.7%
+25.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.1% |
| 7D | +1.7% | +2.1% | -0.4% | +1.2% |
| 30D | +6.7% | +5.4% | +1.3% | +5.5% |
| 3M | +14.9% | +11.4% | +3.5% | +11.8% |
| 6M | +15.9% | +141.5% | -125.6% | -5.3% |
| YTD | +47.7% | +61.2% | -13.5% | +30.8% |
| 1Y | +50.7% | +49.2% | +1.6% | +35.0% |
| 3Y | +57.9% | -9.0% | +66.9% | +56.5% |
| 5Y | +227.0% | +7.2% | +219.8% | +191.3% |
| All | +177.8% | +152.7% | +25.1% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling