+37.9%
HUM vs TENB
-9.4%
+47.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +3.1% |
| 7D | +2.1% | -12.1% | +14.1% | +3.9% |
| 30D | +5.4% | -18.6% | +24.0% | +8.2% |
| 3M | +11.4% | +12.1% | -0.6% | +8.0% |
| 6M | +141.5% | +46.8% | +94.7% | +122.4% |
| YTD | +61.2% | +28.0% | +33.2% | +51.1% |
| 1Y | +49.2% | -1.4% | +50.6% | +45.8% |
| 3Y | -9.0% | -33.9% | +24.9% | -6.6% |
| 5Y | +7.2% | -34.6% | +41.8% | +5.1% |
| All | +37.9% | -9.4% | +47.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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