-9.0%
HUM vs TRMB
+12.4%
-21.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +2.0% |
| 7D | +2.1% | -3.0% | +5.1% | +2.6% |
| 30D | +5.4% | +2.3% | +3.1% | +4.9% |
| 3M | +11.4% | +15.3% | -3.9% | +8.0% |
| 6M | +141.5% | -14.7% | +156.2% | +148.9% |
| YTD | +61.2% | -26.4% | +87.6% | +72.1% |
| 1Y | +49.2% | -30.4% | +79.6% | +61.0% |
| 3Y | -9.0% | +13.5% | -22.6% | -10.0% |
| All | -9.0% | +12.4% | -21.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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