+1,024.7%
XLE vs HUM
+2,383.5%
-1,358.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | +2.2% | +4.2% | -1.9% | +1.4% |
| 30D | +11.8% | +10.4% | +1.4% | +9.7% |
| 3M | +9.8% | +15.1% | -5.2% | +6.7% |
| 6M | +15.6% | +120.9% | -105.3% | -0.8% |
| YTD | +45.3% | +57.9% | -12.7% | +31.5% |
| 1Y | +48.3% | +30.6% | +17.8% | +38.1% |
| 3Y | +55.4% | -9.6% | +65.0% | +50.4% |
| 5Y | +216.1% | +1.6% | +214.5% | +194.0% |
| 10Y | +178.4% | +146.4% | +32.0% | +118.1% |
| All | +1,024.7% | +2,383.5% | -1,358.7% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling