+11.6%
HUM vs EXE
+187.5%
-175.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | +3.7% | -0.4% | +4.1% | +3.7% |
| 3M | +10.4% | +9.5% | +0.9% | +9.5% |
| 6M | +125.7% | -9.3% | +135.1% | +127.3% |
| YTD | +57.3% | -10.9% | +68.2% | +58.7% |
| 1Y | +48.6% | +4.3% | +44.3% | +48.2% |
| 3Y | -11.3% | +18.8% | -30.1% | -12.6% |
| 5Y | +0.8% | +101.4% | -100.6% | -3.2% |
| All | +11.6% | +187.5% | -175.9% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling