+30.6%
HUM vs TCOM
-42.5%
+73.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.3% |
| 7D | +4.2% | -9.5% | +13.7% | +3.8% |
| 30D | +10.4% | -10.7% | +21.1% | +10.0% |
| 3M | +15.1% | -14.6% | +29.7% | +15.1% |
| 6M | +120.9% | -19.3% | +140.3% | +121.4% |
| YTD | +57.9% | -42.9% | +100.9% | +60.7% |
| 1Y | +30.6% | -43.8% | +74.3% | +28.7% |
| All | +30.6% | -42.5% | +73.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling