+106.1%
T vs HUM
-11.4%
+117.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.4% | -1.4% | -1.0% | -2.5% |
| 30D | +4.3% | +7.5% | -3.2% | +4.4% |
| 3M | +11.6% | +10.2% | +1.3% | +11.6% |
| 6M | -5.6% | +132.5% | -138.1% | -5.5% |
| YTD | +6.6% | +57.6% | -51.1% | +7.4% |
| 1Y | -8.4% | +48.6% | -57.0% | -7.6% |
| All | +106.1% | -11.4% | +117.5% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling