-1.6%
XLY vs HUM
+60.0%
-61.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.8% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | +5.3% | +2.1% | +3.2% | +5.1% |
| 3M | -0.6% | +13.4% | -14.0% | -1.3% |
| 6M | +0.1% | +72.7% | -72.6% | -3.0% |
| YTD | -0.9% | +62.3% | -63.2% | -4.4% |
| 1Y | -1.6% | +57.5% | -59.1% | -4.9% |
| All | -1.6% | +60.0% | -61.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling