+152.3%
HUM vs TXT
+107.7%
+44.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.6% |
| 7D | +2.1% | +2.5% | -0.4% | +1.3% |
| 30D | +5.4% | -8.9% | +14.2% | +8.3% |
| 3M | +11.4% | -13.6% | +25.0% | +16.0% |
| 6M | +141.5% | -13.1% | +154.6% | +149.9% |
| YTD | +61.2% | -7.0% | +68.2% | +63.4% |
| 1Y | +49.2% | -1.4% | +50.5% | +48.5% |
| 3Y | -9.0% | +7.0% | -16.0% | -12.8% |
| 5Y | +7.2% | +15.4% | -8.2% | -1.9% |
| All | +152.3% | +107.7% | +44.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling