+5.3%
HUM vs TXG
-62.8%
+68.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.1% | +2.1% |
| 7D | +2.1% | +9.5% | -7.4% | +1.6% |
| 30D | +5.4% | +18.8% | -13.4% | +4.4% |
| 3M | +11.4% | +136.1% | -124.7% | +6.4% |
| 6M | +141.5% | +235.2% | -93.7% | +126.0% |
| YTD | +61.2% | +320.5% | -259.4% | +49.3% |
| 1Y | +49.2% | +425.2% | -376.0% | +36.0% |
| 3Y | -9.0% | +42.9% | -51.9% | -14.5% |
| All | +5.3% | -62.8% | +68.1% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling