-53.1%
TE vs HUM
+18.9%
-71.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.4% |
| 7D | +0.2% | +2.1% | -1.8% | 0.0% |
| 30D | -5.9% | +5.4% | -11.3% | -6.5% |
| 3M | -45.6% | +11.4% | -57.0% | -46.2% |
| 6M | -43.4% | +141.5% | -184.9% | -48.9% |
| YTD | -31.0% | +61.2% | -92.2% | -35.1% |
| 1Y | +145.2% | +49.2% | +96.1% | +131.3% |
| 3Y | -24.1% | -9.0% | -15.0% | -26.1% |
| 5Y | -48.1% | +7.2% | -55.3% | -50.1% |
| All | -53.1% | +18.9% | -71.9% | -55.2% |
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