-7.8%
HUM vs EXPD
+71.7%
-79.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +4.8% | -7.4% | +12.2% | +6.4% |
| 30D | +1.6% | -2.1% | +3.7% | +2.0% |
| 3M | +13.8% | +5.7% | +8.1% | +12.5% |
| 6M | +60.0% | +21.4% | +38.7% | +53.8% |
| YTD | +72.7% | +27.6% | +45.1% | +63.6% |
| 1Y | +86.1% | +36.1% | +50.0% | +74.7% |
| 3Y | -7.8% | +69.9% | -77.7% | -16.7% |
| All | -7.8% | +71.7% | -79.6% | -16.7% |
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