+59.1%
HUM vs TXG
+22.9%
+36.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.3% |
| 7D | -1.4% | +5.0% | -6.4% | -1.7% |
| 30D | +7.5% | +13.5% | -6.0% | +6.5% |
| 3M | +10.2% | +128.0% | -117.8% | +4.0% |
| 6M | +132.5% | +224.4% | -91.9% | +113.6% |
| YTD | +57.6% | +307.0% | -249.4% | +42.6% |
| 1Y | +48.6% | +427.2% | -378.7% | +31.3% |
| 3Y | -11.2% | +40.2% | -51.3% | -16.7% |
| 5Y | +4.8% | -64.0% | +68.8% | +8.0% |
| All | +59.1% | +22.9% | +36.2% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling