+513.3%
XRT vs HUM
+812.9%
-299.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +0.8% | +4.2% | -3.3% | -0.2% |
| 30D | -4.2% | +10.4% | -14.6% | -6.5% |
| 3M | +5.1% | +15.1% | -10.0% | +1.3% |
| 6M | +2.4% | +120.9% | -118.5% | -16.0% |
| YTD | +3.2% | +57.9% | -54.7% | -9.3% |
| 1Y | +1.5% | +30.6% | -29.0% | -7.4% |
| 3Y | +40.6% | -9.6% | +50.2% | +35.5% |
| 5Y | -1.0% | +1.6% | -2.6% | -9.4% |
| 10Y | +128.4% | +146.4% | -18.0% | +59.8% |
| All | +513.3% | +812.9% | -299.5% | +156.4% |
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