-19.6%
HUM vs TLN
+602.5%
-622.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.4% |
| 7D | +2.1% | +10.9% | -8.8% | +2.3% |
| 30D | +4.7% | -6.3% | +11.0% | +4.6% |
| 3M | +13.5% | -10.7% | +24.2% | +13.3% |
| 6M | +126.7% | +1.6% | +125.1% | +126.7% |
| YTD | +58.5% | -13.1% | +71.6% | +58.5% |
| 1Y | +31.7% | -15.1% | +46.8% | +31.9% |
| 3Y | -10.6% | +495.0% | -505.6% | +5.4% |
| All | -19.6% | +602.5% | -622.0% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling