-9.0%
HUM vs TD
+127.3%
-136.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +5.4% | -1.9% | +7.3% | +5.8% |
| 3M | +11.4% | +4.8% | +6.7% | +10.6% |
| 6M | +141.5% | +28.0% | +113.5% | +130.3% |
| YTD | +61.2% | +30.3% | +30.9% | +53.3% |
| 1Y | +49.2% | +59.8% | -10.6% | +37.9% |
| 3Y | -9.0% | +124.7% | -133.7% | -19.4% |
| All | -9.0% | +127.3% | -136.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling