+2,350.8%
HUM vs EXR
+2,662.2%
-311.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 3M | +15.1% | -3.5% | +18.6% | +15.9% |
| 6M | +120.9% | -5.3% | +126.2% | +123.1% |
| YTD | +57.9% | +9.4% | +48.6% | +53.3% |
| 1Y | +30.6% | +1.3% | +29.2% | +29.4% |
| 3Y | -9.6% | +22.4% | -32.0% | -16.7% |
| 5Y | +1.6% | -12.2% | +13.8% | +0.5% |
| 10Y | +146.4% | +148.6% | -2.1% | +75.4% |
| All | +2,350.8% | +2,662.2% | -311.5% | +705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling