-9.0%
HUM vs TNA
+101.9%
-110.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | +2.1% | -7.3% | +9.3% | +2.9% |
| 30D | +5.4% | -14.2% | +19.6% | +7.1% |
| 3M | +11.4% | -4.6% | +16.0% | +11.8% |
| 6M | +141.5% | +36.9% | +104.6% | +130.8% |
| YTD | +61.2% | +42.5% | +18.6% | +52.9% |
| 1Y | +49.2% | +45.8% | +3.4% | +40.6% |
| 3Y | -9.0% | +104.7% | -113.7% | -14.0% |
| All | -9.0% | +101.9% | -110.9% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling