+5,600.3%
HUM vs TXT
+2,083.0%
+3,517.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +4.7% | -11.1% | +15.8% | +7.7% |
| 3M | +13.5% | -13.0% | +26.5% | +17.1% |
| 6M | +126.7% | -16.2% | +142.9% | +135.3% |
| YTD | +58.5% | -8.7% | +67.3% | +61.2% |
| 1Y | +31.7% | -3.8% | +35.5% | +32.3% |
| 3Y | -10.6% | +5.5% | -16.1% | -13.2% |
| 5Y | +2.5% | +12.3% | -9.8% | -3.6% |
| 10Y | +148.7% | +97.4% | +51.3% | +91.9% |
| All | +5,600.3% | +2,083.0% | +3,517.4% | +1,991.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling