+192.9%
XOM vs HUM
+152.7%
+40.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.1% |
| 7D | +4.1% | +2.1% | +2.0% | +3.7% |
| 30D | +4.6% | +5.4% | -0.8% | +3.6% |
| 3M | +14.0% | +11.4% | +2.5% | +11.5% |
| 6M | +11.0% | +141.5% | -130.5% | -5.9% |
| YTD | +40.7% | +61.2% | -20.5% | +27.4% |
| 1Y | +52.3% | +49.2% | +3.2% | +39.3% |
| 3Y | +60.5% | -9.0% | +69.5% | +59.9% |
| 5Y | +266.4% | +7.2% | +259.2% | +234.8% |
| All | +192.9% | +152.7% | +40.2% | +111.9% |
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 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