+6,187.6%
HUM vs EXPD
+31,985.6%
-25,798.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +7.7% | +3.6% | +4.1% | +7.0% |
| 30D | +5.8% | +0.3% | +5.5% | +5.7% |
| 3M | +14.3% | +6.1% | +8.3% | +13.1% |
| 6M | +50.9% | +27.4% | +23.5% | +44.4% |
| YTD | +74.9% | +32.0% | +42.9% | +65.8% |
| 1Y | +86.9% | +40.5% | +46.4% | +75.3% |
| 3Y | -6.7% | +75.7% | -82.4% | -16.6% |
| 5Y | +4.8% | +61.7% | -57.0% | -6.2% |
| 10Y | +150.1% | +336.8% | -186.7% | +88.7% |
| All | +6,187.6% | +31,985.6% | -25,798.0% | +3,228.9% |
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 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