+106.2%
XLP vs HUM
+148.3%
-42.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -2.2% | +3.7% | -5.9% | -2.7% |
| 3M | -0.6% | +10.4% | -11.0% | -2.1% |
| 6M | -2.2% | +125.7% | -127.9% | -13.2% |
| YTD | +8.3% | +57.3% | -49.1% | +0.6% |
| 1Y | +5.7% | +48.6% | -42.9% | -1.4% |
| 3Y | +25.7% | -11.3% | +37.0% | +26.1% |
| 5Y | +31.3% | +0.8% | +30.5% | +25.4% |
| 10Y | +106.2% | +146.7% | -40.5% | +77.6% |
| All | +106.2% | +148.3% | -42.2% | +77.6% |
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