+70.3%
T vs HUM
+152.7%
-82.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.7% |
| 7D | +1.5% | +2.1% | -0.6% | +1.2% |
| 30D | +7.5% | +5.4% | +2.1% | +6.7% |
| 3M | +14.8% | +11.4% | +3.4% | +12.9% |
| 6M | -1.7% | +141.5% | -143.3% | -14.0% |
| YTD | +8.7% | +61.2% | -52.5% | +0.6% |
| 1Y | -7.5% | +49.2% | -56.6% | -13.7% |
| 3Y | +110.2% | -9.0% | +119.3% | +110.8% |
| 5Y | +71.6% | +7.2% | +64.5% | +60.8% |
| All | +70.3% | +152.7% | -82.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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