-11.2%
HUM vs TLN
+483.9%
-495.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -0.2% | +5.8% | -6.1% | -0.1% |
| 30D | +3.7% | -6.9% | +10.6% | +3.6% |
| 3M | +10.4% | -10.9% | +21.3% | +10.3% |
| 6M | +125.7% | -4.6% | +130.3% | +125.6% |
| YTD | +57.3% | -14.7% | +72.1% | +57.3% |
| 1Y | +48.6% | -17.9% | +66.5% | +48.7% |
| All | -11.2% | +483.9% | -495.1% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling