+152.3%
HUM vs TMF
-86.4%
+238.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +2.1% | -5.1% | +7.1% | +1.6% |
| 30D | +5.4% | -4.6% | +10.0% | +5.0% |
| 3M | +11.4% | -16.6% | +28.0% | +9.7% |
| 6M | +141.5% | -19.9% | +161.4% | +137.2% |
| YTD | +61.2% | -20.2% | +81.3% | +58.2% |
| 1Y | +49.2% | -27.7% | +76.9% | +45.2% |
| 3Y | -9.0% | -43.9% | +34.9% | -11.9% |
| 5Y | +7.2% | -88.4% | +95.6% | -13.8% |
| All | +152.3% | -86.4% | +238.7% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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