+169.4%
XLV vs HUM
+152.7%
+16.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.7% |
| 7D | -3.6% | +2.1% | -5.6% | -4.0% |
| 30D | -1.8% | +5.4% | -7.2% | -3.1% |
| 3M | +7.8% | +11.4% | -3.6% | +4.5% |
| 6M | +9.1% | +141.5% | -132.4% | -13.6% |
| YTD | +7.7% | +61.2% | -53.5% | -6.4% |
| 1Y | +20.4% | +49.2% | -28.7% | +6.0% |
| 3Y | +30.8% | -9.0% | +39.8% | +28.6% |
| 5Y | +34.6% | +7.2% | +27.5% | +21.0% |
| All | +169.4% | +152.7% | +16.7% | +78.1% |
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