-10.6%
HUM vs TMF
-42.4%
+31.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.1% | +1.0% | +1.1% | +2.1% |
| 30D | +4.7% | -1.8% | +6.5% | +4.6% |
| 3M | +13.5% | -8.2% | +21.7% | +13.1% |
| 6M | +126.7% | -19.5% | +146.2% | +125.1% |
| YTD | +58.5% | -16.0% | +74.5% | +57.8% |
| 1Y | +31.7% | -22.5% | +54.2% | +30.6% |
| 3Y | -10.6% | -42.3% | +31.6% | -10.2% |
| All | -10.6% | -42.4% | +31.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling