+227.7%
XLE vs HUM
+1.5%
+226.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +0.3% | -0.2% | +0.6% | +0.3% |
| 30D | +8.5% | +3.7% | +4.8% | +8.3% |
| 3M | +14.6% | +10.4% | +4.2% | +13.9% |
| 6M | +17.6% | +125.7% | -108.2% | +11.9% |
| YTD | +48.1% | +57.3% | -9.3% | +43.7% |
| 1Y | +53.8% | +48.6% | +5.2% | +49.6% |
| 3Y | +56.2% | -11.3% | +67.5% | +57.6% |
| 5Y | +227.7% | +0.8% | +226.9% | +216.0% |
| All | +227.7% | +1.5% | +226.2% | +216.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling