-11.2%
HUM vs EXR
+21.4%
-32.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.4% |
| 7D | -0.2% | -3.1% | +2.8% | +0.3% |
| 30D | +3.7% | -7.5% | +11.2% | +5.0% |
| 3M | +10.4% | -7.5% | +17.9% | +11.6% |
| 6M | +125.7% | -5.2% | +130.9% | +126.8% |
| YTD | +57.3% | +6.5% | +50.8% | +54.9% |
| 1Y | +48.6% | -2.0% | +50.7% | +47.9% |
| All | -11.2% | +21.4% | -32.6% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling