+6,224.9%
HUM vs EXPD
+31,808.5%
-25,583.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.4% |
| 7D | +6.9% | -1.6% | +8.5% | +7.2% |
| 30D | +3.2% | +0.6% | +2.6% | +3.0% |
| 3M | +20.0% | +9.8% | +10.2% | +17.9% |
| 6M | +63.5% | +25.8% | +37.7% | +56.8% |
| YTD | +75.9% | +31.3% | +44.7% | +66.9% |
| 1Y | +85.7% | +40.9% | +44.8% | +74.1% |
| 3Y | -6.1% | +74.7% | -80.8% | -16.0% |
| 5Y | +5.1% | +62.9% | -57.7% | -6.0% |
| 10Y | +151.6% | +334.3% | -182.8% | +90.0% |
| All | +6,224.9% | +31,808.5% | -25,583.6% | +3,251.9% |
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