+30.6%
HUM vs TDY
+11.8%
+18.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +4.2% | -1.8% | +6.0% | +4.6% |
| 30D | +10.4% | -10.7% | +21.1% | +13.4% |
| 3M | +15.1% | -1.3% | +16.3% | +15.5% |
| 6M | +120.9% | -10.6% | +131.5% | +126.8% |
| YTD | +57.9% | +19.6% | +38.4% | +40.0% |
| 1Y | +30.6% | +11.6% | +18.9% | +20.9% |
| All | +30.6% | +11.8% | +18.8% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling