+152.3%
HUM vs TD
+306.3%
-154.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +5.4% | -1.9% | +7.3% | +6.2% |
| 3M | +11.4% | +4.8% | +6.7% | +9.3% |
| 6M | +141.5% | +28.0% | +113.5% | +117.0% |
| YTD | +61.2% | +30.3% | +30.9% | +43.6% |
| 1Y | +49.2% | +59.8% | -10.6% | +21.8% |
| 3Y | -9.0% | +124.7% | -133.7% | -37.1% |
| 5Y | +7.2% | +127.0% | -119.8% | -28.4% |
| All | +152.3% | +306.3% | -154.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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