+152.3%
HUM vs TRU
+147.2%
+5.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | +2.1% | -2.7% | +4.8% | +2.7% |
| 30D | +5.4% | -2.0% | +7.4% | +5.7% |
| 3M | +11.4% | +18.4% | -7.0% | +6.4% |
| 6M | +141.5% | +8.9% | +132.6% | +134.2% |
| YTD | +61.2% | -8.9% | +70.1% | +62.6% |
| 1Y | +49.2% | -15.9% | +65.0% | +52.7% |
| 3Y | -9.0% | -1.1% | -8.0% | -14.2% |
| 5Y | +7.2% | -35.2% | +42.4% | +15.8% |
| All | +152.3% | +147.2% | +5.1% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling