-18.2%
HUM vs TLN
+574.4%
-592.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | +2.1% | -1.3% | +3.4% | +2.0% |
| 30D | +5.4% | -14.3% | +19.7% | +5.1% |
| 3M | +11.4% | -9.3% | +20.7% | +11.3% |
| 6M | +141.5% | -1.1% | +142.6% | +141.3% |
| YTD | +61.2% | -16.6% | +77.8% | +61.0% |
| 1Y | +49.2% | -22.0% | +71.1% | +49.0% |
| 3Y | -9.0% | +470.2% | -479.2% | +7.1% |
| All | -18.2% | +574.4% | -592.6% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling