-9.0%
HUM vs TSN
+13.0%
-22.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.1% |
| 7D | +2.1% | +3.0% | -1.0% | +1.7% |
| 30D | +5.4% | -4.2% | +9.6% | +5.8% |
| 3M | +11.4% | -3.9% | +15.3% | +11.7% |
| 6M | +141.5% | -9.8% | +151.3% | +143.2% |
| YTD | +61.2% | -7.3% | +68.5% | +60.9% |
| 1Y | +49.2% | -2.2% | +51.4% | +47.3% |
| 3Y | -9.0% | +11.9% | -20.9% | -13.8% |
| All | -9.0% | +13.0% | -22.0% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling