+2,606.2%
HUM vs TRI
+499.2%
+2,107.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -1.4% | -14.4% | +12.9% | +3.6% |
| 30D | +7.5% | -8.1% | +15.6% | +10.0% |
| 3M | +10.2% | +17.5% | -7.3% | +2.0% |
| 6M | +132.5% | -5.0% | +137.5% | +129.6% |
| YTD | +57.6% | -24.7% | +82.3% | +67.2% |
| 1Y | +48.6% | -41.5% | +90.1% | +73.2% |
| 3Y | -11.2% | -20.3% | +9.2% | -10.6% |
| 5Y | +4.8% | -10.9% | +15.7% | -0.8% |
| 10Y | +147.1% | +190.6% | -43.5% | +44.8% |
| All | +2,606.2% | +499.2% | +2,107.0% | +832.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling