+5,015.3%
HUM vs TRMB
+3,340.8%
+1,674.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +4.7% | -1.2% | +5.9% | +4.8% |
| 3M | +13.5% | +9.6% | +3.9% | +12.2% |
| 6M | +126.7% | -16.1% | +142.8% | +130.2% |
| YTD | +58.5% | -25.0% | +83.5% | +62.9% |
| 1Y | +31.7% | -27.7% | +59.4% | +35.8% |
| 3Y | -10.6% | +15.3% | -25.9% | -12.9% |
| 5Y | +2.5% | -37.4% | +39.9% | +5.2% |
| 10Y | +148.7% | +117.5% | +31.2% | +122.3% |
| All | +5,015.3% | +3,340.8% | +1,674.5% | +3,440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling