+1,586.9%
HUM vs TNA
+924.1%
+662.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | +2.1% | -7.3% | +9.3% | +3.5% |
| 30D | +5.4% | -14.2% | +19.6% | +8.4% |
| 3M | +11.4% | -4.6% | +16.0% | +12.1% |
| 6M | +141.5% | +36.9% | +104.6% | +124.1% |
| YTD | +61.2% | +42.5% | +18.6% | +47.7% |
| 1Y | +49.2% | +45.8% | +3.4% | +35.0% |
| 3Y | -9.0% | +104.7% | -113.7% | -29.1% |
| 5Y | +7.2% | -21.7% | +28.9% | -8.2% |
| 10Y | +152.7% | +83.8% | +68.9% | +40.2% |
| All | +1,586.9% | +924.1% | +662.8% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling