+248.8%
XLF vs HUM
+152.7%
+96.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.1% |
| 7D | -1.5% | +2.1% | -3.5% | -1.9% |
| 30D | -1.2% | +5.4% | -6.5% | -2.4% |
| 3M | +9.2% | +11.4% | -2.2% | +6.1% |
| 6M | +16.3% | +141.5% | -125.2% | -6.8% |
| YTD | +5.4% | +61.2% | -55.8% | -7.7% |
| 1Y | +7.6% | +49.2% | -41.5% | -4.7% |
| 3Y | +74.2% | -9.0% | +83.2% | +71.2% |
| 5Y | +66.1% | +7.2% | +59.0% | +47.9% |
| All | +248.8% | +152.7% | +96.2% | +126.2% |
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 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