+1,866.0%
T vs HUM
+5,584.1%
-3,718.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.5% | +2.1% | -3.6% | -1.8% |
| 30D | +7.6% | +4.7% | +2.9% | +7.0% |
| 3M | +15.3% | +13.5% | +1.8% | +13.4% |
| 6M | -8.5% | +126.7% | -135.1% | -17.4% |
| YTD | +6.8% | +58.5% | -51.8% | 0.0% |
| 1Y | -7.2% | +31.7% | -39.0% | -11.6% |
| 3Y | +108.2% | -10.6% | +118.9% | +104.2% |
| 5Y | +66.1% | +2.5% | +63.6% | +58.5% |
| 10Y | +65.3% | +148.7% | -83.4% | +40.1% |
| All | +1,866.0% | +5,584.1% | -3,718.1% | +900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling