+5.3%
HUM vs EXE
+97.7%
-92.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.4% |
| 7D | +2.1% | -3.1% | +5.2% | +2.3% |
| 30D | +5.4% | -0.9% | +6.3% | +5.5% |
| 3M | +11.4% | +9.6% | +1.9% | +10.4% |
| 6M | +141.5% | -11.6% | +153.1% | +143.8% |
| YTD | +61.2% | -12.6% | +73.7% | +63.0% |
| 1Y | +49.2% | +1.2% | +48.0% | +49.0% |
| 3Y | -9.0% | +18.0% | -27.1% | -10.4% |
| All | +5.3% | +97.7% | -92.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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