-9.0%
HUM vs XPO
+151.0%
-160.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -5.7% | +7.7% | +2.7% |
| 30D | +5.4% | -12.8% | +18.2% | +6.9% |
| 3M | +11.4% | -20.0% | +31.4% | +14.0% |
| 6M | +141.5% | -6.0% | +147.5% | +141.8% |
| YTD | +61.2% | +34.0% | +27.1% | +54.5% |
| 1Y | +49.2% | +35.6% | +13.6% | +42.5% |
| 3Y | -9.0% | +152.3% | -161.3% | -14.0% |
| All | -9.0% | +151.0% | -160.0% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling