+122.7%
HUM vs TRU
+225.6%
-102.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | -9.4% | +8.0% | +0.8% |
| 30D | +7.5% | -4.1% | +11.6% | +8.4% |
| 3M | +10.2% | +13.6% | -3.4% | +6.2% |
| 6M | +132.5% | +3.6% | +129.0% | +128.0% |
| YTD | +57.6% | -9.8% | +67.4% | +59.3% |
| 1Y | +48.6% | -13.6% | +62.2% | +51.2% |
| 3Y | -11.2% | -2.0% | -9.2% | -16.2% |
| 5Y | +4.8% | -35.8% | +40.6% | +12.1% |
| 10Y | +147.1% | +142.9% | +4.2% | +73.0% |
| All | +122.7% | +225.6% | -102.9% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling