+135.9%
XLU vs HUM
+152.7%
-16.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | -3.3% | +5.4% | -8.7% | -4.0% |
| 3M | -3.2% | +11.4% | -14.6% | -4.9% |
| 6M | -7.0% | +141.5% | -148.5% | -19.3% |
| YTD | +0.6% | +61.2% | -60.6% | -7.5% |
| 1Y | +2.4% | +49.2% | -46.7% | -5.1% |
| 3Y | +46.3% | -9.0% | +55.3% | +46.3% |
| 5Y | +44.0% | +7.2% | +36.8% | +34.4% |
| All | +135.9% | +152.7% | -16.8% | +100.4% |
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