+30.8%
XLV vs HUM
-9.4%
+40.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.4% |
| 7D | -3.6% | +2.1% | -5.6% | -3.8% |
| 30D | -1.8% | +5.4% | -7.2% | -2.4% |
| 3M | +7.8% | +11.4% | -3.6% | +6.4% |
| 6M | +9.1% | +141.5% | -132.4% | -1.3% |
| YTD | +7.7% | +61.2% | -53.5% | +1.6% |
| 1Y | +20.4% | +49.2% | -28.7% | +14.2% |
| 3Y | +30.8% | -9.0% | +39.8% | +25.7% |
| All | +30.8% | -9.4% | +40.1% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling