+779.7%
EXPE vs HUM
+1,086.6%
-306.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.4% | -8.3% | -8.0% |
| 7D | -9.8% | +2.1% | -11.8% | -10.2% |
| 30D | -11.5% | +4.7% | -16.2% | -12.5% |
| 3M | +21.7% | +13.5% | +8.2% | +17.6% |
| 6M | +10.4% | +126.7% | -116.3% | -10.1% |
| YTD | -2.5% | +58.5% | -61.1% | -14.5% |
| 1Y | +27.3% | +31.7% | -4.4% | +15.6% |
| 3Y | +153.5% | -10.6% | +164.1% | +144.4% |
| 5Y | +91.1% | +2.5% | +88.6% | +73.5% |
| 10Y | +153.1% | +148.7% | +4.4% | +75.7% |
| All | +779.7% | +1,086.6% | -306.9% | +244.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling