+508.9%
XLP vs HUM
+2,383.5%
-1,874.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.0% | +4.2% | -5.2% | -1.5% |
| 30D | -0.9% | +10.4% | -11.2% | -2.1% |
| 3M | +3.8% | +15.1% | -11.3% | +1.9% |
| 6M | -1.7% | +120.9% | -122.7% | -11.0% |
| YTD | +10.3% | +57.9% | -47.7% | +3.3% |
| 1Y | +7.8% | +30.6% | -22.8% | +2.9% |
| 3Y | +27.2% | -9.6% | +36.8% | +24.8% |
| 5Y | +32.5% | +1.6% | +30.9% | +26.9% |
| 10Y | +101.8% | +146.4% | -44.6% | +71.5% |
| All | +508.9% | +2,383.5% | -1,874.5% | +243.0% |
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