+8.0%
HUM vs EXR
-1.8%
+9.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | -0.4% | +4.2% | +3.8% |
| 30D | +5.5% | +18.2% | -12.7% | +2.2% |
| 3M | +17.1% | +7.3% | +9.8% | +15.5% |
| 6M | +48.3% | +13.8% | +34.4% | +44.2% |
| YTD | +77.4% | +25.9% | +51.4% | +69.0% |
| 1Y | +92.6% | +25.8% | +66.8% | +83.5% |
| 3Y | -6.1% | +53.7% | -59.8% | -13.9% |
| All | +8.0% | -1.8% | +9.8% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling