+49.2%
HUM vs EXR
-0.7%
+49.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | +2.1% | -1.2% | +3.2% | +2.4% |
| 30D | +5.4% | -6.2% | +11.6% | +7.1% |
| 3M | +11.4% | -7.4% | +18.8% | +13.5% |
| 6M | +141.5% | -0.5% | +142.0% | +137.7% |
| YTD | +61.2% | +8.1% | +53.1% | +49.7% |
| 1Y | +49.2% | -2.9% | +52.0% | +43.6% |
| All | +49.2% | -0.7% | +49.8% | +43.6% |
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