+160.0%
EXPE vs HUM
+152.7%
+7.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | +1.0% |
| 7D | -5.8% | +2.1% | -7.8% | -6.1% |
| 30D | -13.6% | +5.4% | -19.0% | -14.5% |
| 3M | +25.2% | +11.4% | +13.8% | +22.2% |
| 6M | +22.3% | +141.5% | -119.2% | +1.6% |
| YTD | -0.3% | +61.2% | -61.5% | -10.8% |
| 1Y | +27.8% | +49.2% | -21.3% | +15.5% |
| 3Y | +162.4% | -9.0% | +171.5% | +159.2% |
| 5Y | +95.8% | +7.2% | +88.7% | +77.8% |
| All | +160.0% | +152.7% | +7.3% | +112.5% |
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