+132.5%
HUM vs TNA
+35.3%
+97.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | -1.4% | -7.6% | +6.2% | -0.7% |
| 30D | +7.5% | -13.6% | +21.1% | +8.9% |
| 3M | +10.2% | +2.8% | +7.4% | +10.7% |
| 6M | +132.5% | +34.5% | +98.0% | +119.0% |
| All | +132.5% | +35.3% | +97.2% | +119.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling