+5,690.5%
HUM vs TDY
+7,056.0%
-1,365.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +2.0% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +5.4% | -12.0% | +17.4% | +8.2% |
| 3M | +11.4% | -3.2% | +14.6% | +12.1% |
| 6M | +141.5% | -7.9% | +149.4% | +144.9% |
| YTD | +61.2% | +18.2% | +43.0% | +54.9% |
| 1Y | +49.2% | +6.7% | +42.5% | +46.4% |
| 3Y | -9.0% | +47.5% | -56.6% | -17.0% |
| 5Y | +7.2% | +39.5% | -32.3% | -1.9% |
| 10Y | +152.7% | +477.2% | -324.5% | +76.1% |
| All | +5,690.5% | +7,056.0% | -1,365.6% | +3,378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling