-9.5%
HUM vs TSLQ
-97.2%
+87.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.2% |
| 7D | +2.1% | -6.6% | +8.7% | +1.9% |
| 30D | +5.4% | -24.3% | +29.7% | +4.7% |
| 3M | +11.4% | -3.6% | +15.0% | +11.7% |
| 6M | +141.5% | -12.0% | +153.5% | +142.2% |
| YTD | +61.2% | +1.4% | +59.8% | +62.4% |
| 1Y | +49.2% | -43.6% | +92.7% | +48.4% |
| 3Y | -9.0% | -95.4% | +86.4% | -13.8% |
| All | -9.5% | -97.2% | +87.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling