+30.6%
HUM vs EXR
+1.1%
+29.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +4.2% | -2.6% | +6.7% | +4.9% |
| 30D | +10.4% | -7.2% | +17.6% | +12.8% |
| 3M | +15.1% | -3.5% | +18.6% | +15.7% |
| 6M | +120.9% | -5.3% | +126.2% | +125.1% |
| YTD | +57.9% | +9.4% | +48.6% | +45.2% |
| 1Y | +30.6% | +1.3% | +29.2% | +20.4% |
| All | +30.6% | +1.1% | +29.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling