+146.7%
HUM vs EXPD
+316.4%
-169.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.2% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | +3.7% | +5.2% | -1.5% | +2.1% |
| 3M | +10.4% | +13.2% | -2.8% | +6.0% |
| 6M | +125.7% | +30.3% | +95.4% | +107.2% |
| YTD | +57.3% | +27.0% | +30.3% | +44.7% |
| 1Y | +48.6% | +57.3% | -8.7% | +27.5% |
| 3Y | -11.3% | +70.0% | -81.3% | -27.3% |
| 5Y | +0.8% | +61.6% | -60.8% | -18.2% |
| 10Y | +146.7% | +321.1% | -174.4% | +33.4% |
| All | +146.7% | +316.4% | -169.7% | +33.4% |
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