+50.0%
HUM vs TXG
+406.9%
-356.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.3% |
| 7D | +1.6% | -19.3% | +20.8% | +2.7% |
| 30D | +3.5% | -30.9% | +34.4% | +5.1% |
| 3M | +15.5% | +41.1% | -25.6% | +13.2% |
| 6M | +76.2% | +211.9% | -135.7% | +68.7% |
| YTD | +64.5% | +314.0% | -249.4% | +59.4% |
| 1Y | +50.0% | +405.4% | -355.4% | +46.8% |
| All | +50.0% | +406.9% | -356.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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