-10.6%
HUM vs EXPD
+66.3%
-76.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +4.7% | +4.1% | +0.6% | +3.9% |
| 3M | +13.5% | +13.8% | -0.3% | +10.7% |
| 6M | +126.7% | +27.3% | +99.4% | +116.8% |
| YTD | +58.5% | +25.4% | +33.1% | +51.4% |
| 1Y | +31.7% | +54.4% | -22.6% | +22.6% |
| 3Y | -10.6% | +67.9% | -78.5% | -15.7% |
| All | -10.6% | +66.3% | -76.9% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling