-24.1%
TE vs HUM
-9.4%
-14.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.4% |
| 3M | -45.6% | +11.4% | -57.0% | -46.1% |
| 6M | -43.4% | +141.5% | -184.9% | -48.5% |
| YTD | -31.0% | +61.2% | -92.2% | -34.4% |
| 1Y | +145.2% | +49.2% | +96.1% | +133.9% |
| 3Y | -24.1% | -9.0% | -15.0% | -32.0% |
| All | -24.1% | -9.4% | -14.7% | -32.0% |
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