+5,578.4%
HUM vs THC
+508.9%
+5,069.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +4.2% | -0.7% | +4.8% | +4.3% |
| 30D | +10.4% | +1.3% | +9.1% | +10.1% |
| 3M | +15.1% | +64.2% | -49.2% | +4.8% |
| 6M | +120.9% | +8.3% | +112.7% | +115.7% |
| YTD | +57.9% | +33.4% | +24.6% | +48.1% |
| 1Y | +30.6% | +37.7% | -7.1% | +21.4% |
| 3Y | -9.6% | +236.8% | -246.4% | -30.4% |
| 5Y | +1.6% | +249.3% | -247.7% | -25.7% |
| 10Y | +146.4% | +995.2% | -848.8% | +23.0% |
| All | +5,578.4% | +508.9% | +5,069.5% | +1,982.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling