+5.3%
HUM vs TRGP
+628.1%
-622.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +5.4% | +8.0% | -2.6% | +4.8% |
| 3M | +11.4% | +8.3% | +3.2% | +10.7% |
| 6M | +141.5% | +23.9% | +117.6% | +137.4% |
| YTD | +61.2% | +59.6% | +1.5% | +55.1% |
| 1Y | +49.2% | +79.4% | -30.3% | +42.0% |
| 3Y | -9.0% | +269.4% | -278.5% | -20.1% |
| All | +5.3% | +628.1% | -622.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling