+1,106.7%
XLY vs HUM
+2,434.5%
-1,327.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | -1.7% | +2.1% | -3.8% | -2.1% |
| 30D | -4.2% | +5.4% | -9.6% | -5.1% |
| 3M | -2.7% | +11.4% | -14.1% | -4.8% |
| 6M | -0.6% | +141.5% | -142.1% | -16.0% |
| YTD | -5.0% | +61.2% | -66.2% | -14.3% |
| 1Y | -4.1% | +49.2% | -53.2% | -12.7% |
| 3Y | +33.6% | -9.0% | +42.6% | +29.4% |
| 5Y | +28.7% | +7.2% | +21.5% | +19.1% |
| 10Y | +219.6% | +152.7% | +66.9% | +147.6% |
| All | +1,106.7% | +2,434.5% | -1,327.8% | +435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling