+4,419.1%
XOM vs HUM
+5,550.8%
-1,131.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | -1.4% | +3.3% | +2.0% |
| 30D | +4.1% | +7.5% | -3.4% | +3.1% |
| 3M | +10.4% | +10.2% | +0.2% | +8.8% |
| 6M | +13.0% | +132.5% | -119.5% | +0.9% |
| YTD | +40.1% | +57.6% | -17.6% | +30.6% |
| 1Y | +51.1% | +48.6% | +2.5% | +41.5% |
| 3Y | +57.7% | -11.2% | +68.9% | +54.5% |
| 5Y | +264.7% | +4.8% | +259.9% | +245.8% |
| 10Y | +193.1% | +147.1% | +46.0% | +147.2% |
| All | +4,419.1% | +5,550.8% | -1,131.8% | +2,539.1% |
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 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