+1,940.2%
HUM vs TCOM
+2,536.0%
-595.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | -1.4% | -6.5% | +5.1% | -0.7% |
| 30D | +7.5% | -16.2% | +23.7% | +9.4% |
| 3M | +10.2% | -19.3% | +29.5% | +12.4% |
| 6M | +132.5% | -27.2% | +159.8% | +139.6% |
| YTD | +57.6% | -46.2% | +103.8% | +67.3% |
| 1Y | +48.6% | -46.6% | +95.2% | +57.7% |
| 3Y | -11.2% | +8.4% | -19.5% | -15.3% |
| 5Y | +4.8% | +25.8% | -21.0% | -6.1% |
| 10Y | +147.1% | -11.9% | +159.0% | +121.3% |
| All | +1,940.2% | +2,536.0% | -595.9% | +994.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling