+8.0%
HUM vs TAP
+0.6%
+7.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.1% |
| 7D | +3.7% | +1.3% | +2.5% | +3.6% |
| 30D | +5.5% | +5.7% | -0.2% | +4.8% |
| 3M | +17.1% | -1.9% | +19.0% | +17.3% |
| 6M | +48.3% | +0.9% | +47.3% | +47.8% |
| YTD | +77.4% | -9.5% | +86.9% | +79.0% |
| 1Y | +92.6% | -9.0% | +101.5% | +94.1% |
| 3Y | -6.1% | -22.2% | +16.1% | -4.2% |
| All | +8.0% | +0.6% | +7.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling