+4.6%
HUM vs EXR
-11.7%
+16.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.3% |
| 7D | -0.2% | -3.1% | +2.8% | +0.3% |
| 30D | +3.7% | -7.5% | +11.2% | +5.2% |
| 3M | +10.4% | -7.5% | +17.9% | +11.8% |
| 6M | +125.7% | -5.2% | +130.9% | +127.1% |
| YTD | +57.3% | +6.5% | +50.8% | +54.7% |
| 1Y | +48.6% | -2.0% | +50.7% | +48.3% |
| 3Y | -11.3% | +21.5% | -32.9% | -15.0% |
| All | +4.6% | -11.7% | +16.4% | +4.9% |
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