+12,926.4%
TDG vs HUM
+858.6%
+12,067.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.7% |
| 7D | -1.9% | +2.1% | -3.9% | -2.3% |
| 30D | -7.7% | +5.4% | -13.1% | -8.9% |
| 3M | -9.3% | +11.4% | -20.7% | -12.1% |
| 6M | -9.4% | +141.5% | -150.9% | -27.9% |
| YTD | -14.3% | +61.2% | -75.4% | -25.5% |
| 1Y | -11.8% | +49.2% | -61.0% | -22.5% |
| 3Y | +52.0% | -9.0% | +61.0% | +45.5% |
| 5Y | +128.8% | +7.2% | +121.7% | +104.7% |
| 10Y | +543.8% | +152.7% | +391.1% | +353.9% |
| All | +12,926.4% | +858.6% | +12,067.8% | +5,795.2% |
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 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