+152.3%
HUM vs TCOM
-9.8%
+162.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.2% |
| 7D | +2.1% | -4.9% | +7.0% | +2.4% |
| 30D | +5.4% | -14.4% | +19.8% | +6.4% |
| 3M | +11.4% | -17.7% | +29.1% | +12.6% |
| 6M | +141.5% | -25.1% | +166.6% | +145.6% |
| YTD | +61.2% | -45.7% | +106.9% | +67.3% |
| 1Y | +49.2% | -47.9% | +97.0% | +55.1% |
| 3Y | -9.0% | +8.9% | -18.0% | -12.8% |
| 5Y | +7.2% | +26.9% | -19.7% | -2.2% |
| All | +152.3% | -9.8% | +162.1% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling