+5,600.3%
HUM vs TAP
+787.1%
+4,813.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.2% |
| 7D | +2.1% | -2.3% | +4.4% | +2.5% |
| 30D | +4.7% | -9.4% | +14.1% | +6.6% |
| 3M | +13.5% | -0.8% | +14.3% | +13.3% |
| 6M | +126.7% | -14.7% | +141.4% | +132.4% |
| YTD | +58.5% | -13.9% | +72.5% | +62.1% |
| 1Y | +31.7% | -18.6% | +50.4% | +35.9% |
| 3Y | -10.6% | -32.0% | +21.4% | -5.6% |
| 5Y | +2.5% | -1.0% | +3.5% | -0.7% |
| 10Y | +148.7% | -51.4% | +200.0% | +165.7% |
| All | +5,600.3% | +787.1% | +4,813.2% | +3,536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling