-9.0%
HUM vs TRI
-18.9%
+9.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +2.2% |
| 7D | +2.1% | -7.9% | +9.9% | +2.5% |
| 30D | +5.4% | -4.5% | +9.9% | +5.6% |
| 3M | +11.4% | +22.1% | -10.7% | +9.1% |
| 6M | +141.5% | -2.8% | +144.3% | +139.9% |
| YTD | +61.2% | -23.4% | +84.6% | +67.1% |
| 1Y | +49.2% | -41.5% | +90.7% | +57.7% |
| 3Y | -9.0% | -19.2% | +10.2% | -4.3% |
| All | -9.0% | -18.9% | +9.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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