+30.6%
HUM vs TXG
+372.5%
-341.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | +4.2% | +1.8% | +2.3% | +4.0% |
| 30D | +10.4% | +32.0% | -21.6% | +8.1% |
| 3M | +15.1% | +87.0% | -72.0% | +10.5% |
| 6M | +120.9% | +180.1% | -59.1% | +107.4% |
| YTD | +57.9% | +284.1% | -226.2% | +46.5% |
| 1Y | +30.6% | +361.7% | -331.1% | +15.7% |
| All | +30.6% | +372.5% | -341.9% | +15.7% |
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