+132.5%
HUM vs TCOM
-28.2%
+160.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | 0.0% |
| 7D | -1.4% | -6.5% | +5.1% | -2.2% |
| 30D | +7.5% | -16.2% | +23.7% | +5.3% |
| 3M | +10.2% | -19.3% | +29.5% | +9.7% |
| 6M | +132.5% | -27.2% | +159.8% | +135.3% |
| All | +132.5% | -28.2% | +160.7% | +135.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling