+2,329.1%
HUM vs XPO
+9,736.1%
-7,407.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +7.5% | -10.4% | +17.8% | +8.4% |
| 3M | +10.2% | -15.7% | +25.9% | +11.6% |
| 6M | +132.5% | -6.3% | +138.9% | +133.1% |
| YTD | +57.6% | +34.2% | +23.5% | +53.2% |
| 1Y | +48.6% | +39.9% | +8.6% | +43.7% |
| 3Y | -11.2% | +155.2% | -166.4% | -19.1% |
| 5Y | +4.8% | +264.7% | -259.9% | -9.0% |
| 10Y | +147.1% | +1,500.1% | -1,353.0% | +92.7% |
| All | +2,329.1% | +9,736.1% | -7,407.1% | +1,636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling