+559.7%
XLP vs HUM
+2,615.1%
-2,055.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.3% |
| 7D | +2.3% | +4.8% | -2.5% | +1.7% |
| 30D | +9.1% | +1.6% | +7.5% | +8.8% |
| 3M | +7.9% | +13.8% | -6.0% | +6.0% |
| 6M | +9.6% | +60.0% | -50.4% | +3.2% |
| YTD | +19.4% | +72.7% | -53.2% | +10.6% |
| 1Y | +22.4% | +86.1% | -63.8% | +12.2% |
| 3Y | +43.2% | -7.8% | +51.0% | +40.1% |
| 5Y | +42.6% | +2.7% | +39.8% | +36.3% |
| 10Y | +135.4% | +147.3% | -11.9% | +99.6% |
| All | +559.7% | +2,615.1% | -2,055.4% | +267.0% |
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