+93.1%
EXPE vs HUM
+0.5%
+92.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -8.7% | -1.4% | -7.2% | -8.6% |
| 30D | -13.6% | +7.5% | -21.1% | -14.2% |
| 3M | +26.6% | +10.2% | +16.4% | +25.4% |
| 6M | +19.9% | +132.5% | -112.6% | +9.7% |
| YTD | -1.7% | +57.6% | -59.3% | -6.4% |
| 1Y | +29.4% | +48.6% | -19.1% | +23.6% |
| 3Y | +155.7% | -11.2% | +166.8% | +156.8% |
| 5Y | +93.1% | +4.8% | +88.3% | +78.3% |
| All | +93.1% | +0.5% | +92.6% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling