+411.2%
XLF vs HUM
+2,378.4%
-1,967.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | -1.6% | +7.5% | -9.1% | -3.3% |
| 3M | +9.3% | +10.2% | -0.9% | +6.3% |
| 6M | +14.6% | +132.5% | -117.9% | -7.5% |
| YTD | +4.7% | +57.6% | -52.9% | -8.1% |
| 1Y | +8.6% | +48.6% | -40.0% | -4.0% |
| 3Y | +73.9% | -11.2% | +85.0% | +67.5% |
| 5Y | +65.0% | +4.8% | +60.2% | +49.2% |
| 10Y | +250.4% | +147.1% | +103.3% | +149.7% |
| All | +411.2% | +2,378.4% | -1,967.2% | +74.6% |
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 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