+30.6%
HUM vs TLN
-17.2%
+47.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.2% |
| 7D | +4.2% | +7.1% | -2.9% | +4.1% |
| 30D | +10.4% | -3.9% | +14.3% | +10.4% |
| 3M | +15.1% | -16.2% | +31.2% | +15.0% |
| 6M | +120.9% | -5.8% | +126.7% | +119.7% |
| YTD | +57.9% | -15.4% | +73.4% | +58.6% |
| 1Y | +30.6% | -16.7% | +47.2% | +38.3% |
| All | +30.6% | -17.2% | +47.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling