+22.4%
XLP vs HUM
+78.8%
-56.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | +0.2% |
| 7D | +2.3% | +4.8% | -2.5% | +2.4% |
| 30D | +9.1% | +1.6% | +7.5% | +9.1% |
| 3M | +7.9% | +13.8% | -6.0% | +7.9% |
| 6M | +9.6% | +60.0% | -50.4% | +9.1% |
| YTD | +19.4% | +72.7% | -53.2% | +19.1% |
| 1Y | +22.4% | +86.1% | -63.8% | +20.5% |
| All | +22.4% | +78.8% | -56.5% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling