+123.0%
XRT vs HUM
+152.7%
-29.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.9% |
| 7D | -3.2% | +2.1% | -5.3% | -3.6% |
| 30D | -4.5% | +5.4% | -9.9% | -5.5% |
| 3M | -3.1% | +11.4% | -14.5% | -5.5% |
| 6M | +4.2% | +141.5% | -137.3% | -14.5% |
| YTD | -0.1% | +61.2% | -61.3% | -11.3% |
| 1Y | -3.0% | +49.2% | -52.2% | -12.9% |
| 3Y | +41.8% | -9.0% | +50.8% | +39.9% |
| 5Y | -1.3% | +7.2% | -8.4% | -10.3% |
| All | +123.0% | +152.7% | -29.7% | +57.3% |
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