+6,277.2%
HUM vs THC
+557.1%
+5,720.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +3.7% | +1.0% | +2.8% | +3.6% |
| 30D | +5.5% | +5.3% | +0.2% | +4.5% |
| 3M | +17.1% | +7.1% | +10.0% | +15.6% |
| 6M | +48.3% | +46.0% | +2.2% | +37.5% |
| YTD | +77.4% | +43.9% | +33.4% | +64.0% |
| 1Y | +92.6% | +45.4% | +47.1% | +77.4% |
| 3Y | -6.1% | +421.3% | -427.4% | -33.0% |
| 5Y | +6.2% | +261.5% | -255.2% | -22.7% |
| 10Y | +153.6% | +1,865.8% | -1,712.2% | +15.0% |
| All | +6,277.2% | +557.1% | +5,720.2% | +2,204.7% |
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