+2,349.3%
HUM vs TD
+7,715.7%
-5,366.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.3% |
| 7D | -0.2% | -1.9% | +1.7% | +0.5% |
| 30D | +3.7% | -1.6% | +5.3% | +4.3% |
| 3M | +10.4% | +4.6% | +5.8% | +8.6% |
| 6M | +125.7% | +26.8% | +98.9% | +106.1% |
| YTD | +57.3% | +28.3% | +29.0% | +42.9% |
| 1Y | +48.6% | +60.4% | -11.8% | +24.1% |
| 3Y | -11.3% | +125.7% | -137.0% | -35.9% |
| 5Y | +0.8% | +122.4% | -121.5% | -27.8% |
| 10Y | +146.7% | +297.1% | -150.4% | +39.1% |
| All | +2,349.3% | +7,715.7% | -5,366.3% | +460.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling