+253.9%
XLI vs HUM
+152.7%
+101.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.6% |
| 7D | -1.7% | +2.1% | -3.7% | -2.1% |
| 30D | -7.3% | +5.4% | -12.7% | -8.3% |
| 3M | -1.3% | +11.4% | -12.8% | -3.9% |
| 6M | +2.2% | +141.5% | -139.3% | -16.5% |
| YTD | +11.7% | +61.2% | -49.5% | -1.1% |
| 1Y | +14.3% | +49.2% | -34.9% | +2.3% |
| 3Y | +70.3% | -9.0% | +79.4% | +67.9% |
| 5Y | +82.3% | +7.2% | +75.1% | +63.4% |
| All | +253.9% | +152.7% | +101.2% | +139.6% |
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 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