-25.8%
TE vs HUM
+51.1%
-76.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.6% |
| 7D | +3.8% | +1.6% | +2.2% | +4.1% |
| 30D | -26.2% | +3.5% | -29.7% | -25.6% |
| 3M | -49.7% | +15.5% | -65.2% | -47.6% |
| 6M | -46.5% | +76.2% | -122.7% | -33.9% |
| YTD | -59.1% | +64.5% | -123.7% | -48.7% |
| 1Y | -25.8% | +50.0% | -75.8% | -6.8% |
| All | -25.8% | +51.1% | -76.9% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling