-7.0%
XLU vs HUM
+138.6%
-145.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.1% |
| 7D | -1.6% | +2.1% | -3.7% | -1.4% |
| 30D | -3.3% | +5.4% | -8.7% | -2.9% |
| 3M | -3.2% | +11.4% | -14.6% | -2.0% |
| 6M | -7.0% | +141.5% | -148.5% | +3.9% |
| All | -7.0% | +138.6% | -145.6% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling