+151.6%
HUM vs EXPD
+337.7%
-186.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.0% |
| 7D | +6.9% | -1.6% | +8.5% | +7.3% |
| 30D | +3.2% | +0.6% | +2.6% | +2.9% |
| 3M | +20.0% | +9.8% | +10.2% | +16.3% |
| 6M | +63.5% | +25.8% | +37.7% | +51.7% |
| YTD | +75.9% | +31.3% | +44.7% | +59.9% |
| 1Y | +85.7% | +40.9% | +44.8% | +65.0% |
| 3Y | -6.1% | +74.7% | -80.8% | -23.7% |
| 5Y | +5.1% | +62.9% | -57.7% | -14.3% |
| 10Y | +151.6% | +334.3% | -182.8% | +29.9% |
| All | +151.6% | +337.7% | -186.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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