+152.3%
HUM vs XPO
+1,516.3%
-1,364.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -5.7% | +7.7% | +3.0% |
| 30D | +5.4% | -12.8% | +18.2% | +7.7% |
| 3M | +11.4% | -20.0% | +31.4% | +15.3% |
| 6M | +141.5% | -6.0% | +147.5% | +142.3% |
| YTD | +61.2% | +34.0% | +27.1% | +51.6% |
| 1Y | +49.2% | +35.6% | +13.6% | +39.6% |
| 3Y | -9.0% | +152.3% | -161.3% | -26.3% |
| 5Y | +7.2% | +264.4% | -257.2% | -22.6% |
| All | +152.3% | +1,516.3% | -1,364.0% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling