+152.3%
HUM vs TDY
+479.2%
-326.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +1.8% |
| 7D | +2.1% | -1.1% | +3.2% | +2.5% |
| 30D | +5.4% | -12.0% | +17.4% | +10.2% |
| 3M | +11.4% | -3.2% | +14.6% | +12.6% |
| 6M | +141.5% | -7.9% | +149.4% | +147.3% |
| YTD | +61.2% | +18.2% | +43.0% | +49.7% |
| 1Y | +49.2% | +6.7% | +42.5% | +43.9% |
| 3Y | -9.0% | +47.5% | -56.6% | -23.3% |
| 5Y | +7.2% | +39.5% | -32.3% | -9.5% |
| All | +152.3% | +479.2% | -326.9% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling