-11.2%
HUM vs THC
+258.2%
-269.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -0.9% |
| 7D | -0.2% | +4.1% | -4.3% | -0.4% |
| 30D | +3.7% | +3.5% | +0.2% | +3.5% |
| 3M | +10.4% | +61.7% | -51.3% | +7.8% |
| 6M | +125.7% | +11.8% | +113.9% | +125.3% |
| YTD | +57.3% | +35.4% | +21.9% | +54.9% |
| 1Y | +48.6% | +37.0% | +11.6% | +46.2% |
| All | -11.2% | +258.2% | -269.4% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling