-3.0%
XRT vs HUM
+50.8%
-53.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.2% |
| 7D | -3.2% | +2.1% | -5.3% | -3.3% |
| 30D | -4.5% | +5.4% | -9.9% | -4.8% |
| 3M | -3.1% | +11.4% | -14.5% | -4.0% |
| 6M | +4.2% | +141.5% | -137.3% | -4.6% |
| YTD | -0.1% | +61.2% | -61.3% | -5.1% |
| 1Y | -3.0% | +49.2% | -52.2% | -8.3% |
| All | -3.0% | +50.8% | -53.8% | -8.3% |
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 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