+5,578.4%
HUM vs EXPD
+30,859.1%
-25,280.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +4.2% | -1.1% | +5.3% | +4.3% |
| 30D | +10.4% | +4.1% | +6.3% | +9.6% |
| 3M | +15.1% | +17.9% | -2.8% | +11.7% |
| 6M | +120.9% | +29.2% | +91.7% | +110.8% |
| YTD | +57.9% | +27.4% | +30.6% | +50.8% |
| 1Y | +30.6% | +56.8% | -26.3% | +20.1% |
| 3Y | -9.6% | +68.0% | -77.6% | -18.6% |
| 5Y | +1.6% | +61.9% | -60.3% | -9.1% |
| 10Y | +146.4% | +316.0% | -169.6% | +87.5% |
| All | +5,578.4% | +30,859.1% | -25,280.7% | +2,927.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling