+74.2%
XLF vs HUM
-9.4%
+83.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | -1.5% | +2.1% | -3.5% | -1.6% |
| 30D | -1.2% | +5.4% | -6.5% | -1.6% |
| 3M | +9.2% | +11.4% | -2.2% | +8.1% |
| 6M | +16.3% | +141.5% | -125.2% | +7.3% |
| YTD | +5.4% | +61.2% | -55.8% | +0.4% |
| 1Y | +7.6% | +49.2% | -41.5% | +2.9% |
| 3Y | +74.2% | -9.0% | +83.2% | +64.6% |
| All | +74.2% | -9.4% | +83.6% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling