+30.6%
HUM vs TNA
+70.0%
-39.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +4.2% | -0.1% | +4.2% | +4.1% |
| 30D | +10.4% | -4.9% | +15.3% | +11.1% |
| 3M | +15.1% | +0.4% | +14.7% | +14.6% |
| 6M | +120.9% | +32.5% | +88.4% | +106.8% |
| YTD | +57.9% | +53.7% | +4.2% | +42.2% |
| 1Y | +30.6% | +65.1% | -34.6% | +12.7% |
| All | +30.6% | +70.0% | -39.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling