+50.0%
HUM vs TRU
+2.1%
+47.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.9% |
| 7D | +1.6% | +10.5% | -9.0% | -0.3% |
| 30D | +3.5% | +28.7% | -25.2% | -1.5% |
| 3M | +15.5% | +0.7% | +14.9% | +14.8% |
| 6M | +76.2% | +19.3% | +56.9% | +66.8% |
| YTD | +64.5% | -3.7% | +68.3% | +69.2% |
| 1Y | +50.0% | +3.4% | +46.6% | +46.0% |
| All | +50.0% | +2.1% | +47.9% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling