+8.0%
HUM vs TMF
-88.6%
+96.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | +3.7% | -9.3% | +13.0% | +3.5% |
| 30D | +5.5% | +1.9% | +3.6% | +5.6% |
| 3M | +17.1% | -11.2% | +28.4% | +16.8% |
| 6M | +48.3% | -17.7% | +66.0% | +47.6% |
| YTD | +77.4% | -24.5% | +101.8% | +76.3% |
| 1Y | +92.6% | -29.4% | +122.0% | +91.0% |
| 3Y | -6.1% | -33.4% | +27.3% | -6.6% |
| All | +8.0% | -88.6% | +96.6% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling