+120.4%
XLK vs HUM
-9.4%
+129.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +1.2% |
| 7D | +0.2% | +2.1% | -1.8% | +0.1% |
| 30D | -0.6% | +5.4% | -6.0% | -0.8% |
| 3M | +2.6% | +11.4% | -8.9% | +2.2% |
| 6M | +34.0% | +141.5% | -107.5% | +30.6% |
| YTD | +30.7% | +61.2% | -30.5% | +28.3% |
| 1Y | +39.2% | +49.2% | -10.0% | +36.9% |
| 3Y | +120.4% | -9.0% | +129.5% | +106.3% |
| All | +120.4% | -9.4% | +129.8% | +106.3% |
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