+1,475.9%
XLK vs HUM
+2,434.5%
-958.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +1.0% |
| 7D | +0.2% | +2.1% | -1.8% | -0.1% |
| 30D | -0.6% | +5.4% | -6.0% | -1.5% |
| 3M | +2.6% | +11.4% | -8.9% | +0.6% |
| 6M | +34.0% | +141.5% | -107.5% | +15.4% |
| YTD | +30.7% | +61.2% | -30.5% | +19.2% |
| 1Y | +39.2% | +49.2% | -10.0% | +28.0% |
| 3Y | +120.4% | -9.0% | +129.5% | +114.1% |
| 5Y | +148.8% | +7.2% | +141.6% | +131.8% |
| 10Y | +803.3% | +152.7% | +650.6% | +625.9% |
| All | +1,475.9% | +2,434.5% | -958.7% | +749.9% |
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