+6,108.0%
HUM vs EXPD
+30,923.0%
-24,815.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +4.8% | -7.4% | +12.2% | +6.2% |
| 30D | +1.6% | -2.1% | +3.7% | +2.0% |
| 3M | +13.8% | +5.7% | +8.1% | +12.6% |
| 6M | +60.0% | +21.4% | +38.7% | +54.4% |
| YTD | +72.7% | +27.6% | +45.1% | +64.6% |
| 1Y | +86.1% | +36.1% | +50.0% | +75.5% |
| 3Y | -7.8% | +69.9% | -77.7% | -17.1% |
| 5Y | +2.7% | +59.7% | -57.0% | -7.9% |
| 10Y | +147.3% | +323.0% | -175.7% | +87.6% |
| All | +6,108.0% | +30,923.0% | -24,815.0% | +3,206.2% |
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