+146.7%
HUM vs THC
+1,021.1%
-874.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +7.5% | +1.5% | +5.9% | +7.2% |
| 3M | +10.2% | +59.9% | -49.7% | +2.9% |
| 6M | +132.5% | +11.0% | +121.6% | +127.7% |
| YTD | +57.6% | +32.6% | +25.0% | +50.2% |
| 1Y | +48.6% | +37.4% | +11.2% | +40.6% |
| 3Y | -11.2% | +252.5% | -263.7% | -28.2% |
| 5Y | +4.8% | +262.3% | -257.5% | -18.6% |
| All | +146.7% | +1,021.1% | -874.4% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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