+1,511.3%
HUM vs TMF
-68.9%
+1,580.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +4.2% | -1.4% | +5.6% | +4.0% |
| 30D | +10.4% | -2.8% | +13.2% | +10.1% |
| 3M | +15.1% | -10.9% | +26.0% | +13.8% |
| 6M | +120.9% | -21.3% | +142.2% | +115.9% |
| YTD | +57.9% | -15.9% | +73.8% | +55.4% |
| 1Y | +30.6% | -15.7% | +46.3% | +28.6% |
| 3Y | -9.6% | -43.4% | +33.8% | -12.8% |
| 5Y | +1.6% | -87.8% | +89.3% | -16.9% |
| 10Y | +146.4% | -86.7% | +233.2% | +117.0% |
| All | +1,511.3% | -68.9% | +1,580.2% | +1,621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling