+50.0%
HUM vs XPO
+38.8%
+11.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +1.6% | +3.5% | -1.9% | +1.1% |
| 30D | +3.5% | +2.8% | +0.7% | +3.1% |
| 3M | +15.5% | -7.5% | +23.0% | +16.7% |
| 6M | +76.2% | -5.9% | +82.1% | +77.1% |
| YTD | +64.5% | +38.4% | +26.2% | +42.1% |
| 1Y | +50.0% | +33.7% | +16.3% | +30.1% |
| All | +50.0% | +38.8% | +11.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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