+719.9%
HUM vs TRGP
+2,246.2%
-1,526.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.4% | -0.6% | -0.9% | -1.3% |
| 30D | +7.5% | +10.0% | -2.5% | +6.0% |
| 3M | +10.2% | +7.6% | +2.6% | +8.9% |
| 6M | +132.5% | +26.8% | +105.7% | +124.4% |
| YTD | +57.6% | +60.6% | -2.9% | +46.9% |
| 1Y | +48.6% | +82.5% | -33.9% | +35.8% |
| 3Y | -11.2% | +265.0% | -276.2% | -27.5% |
| 5Y | +4.8% | +645.9% | -641.1% | -24.1% |
| 10Y | +147.1% | +850.6% | -703.6% | +51.2% |
| All | +719.9% | +2,246.2% | -1,526.3% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling