-49.3%
TE vs HUM
+6.5%
-55.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | +0.2% | +2.1% | -1.8% | -0.1% |
| 30D | -5.9% | +5.4% | -11.3% | -6.7% |
| 3M | -45.6% | +11.4% | -57.0% | -46.4% |
| 6M | -43.4% | +141.5% | -184.9% | -50.9% |
| YTD | -31.0% | +61.2% | -92.2% | -36.5% |
| 1Y | +145.2% | +49.2% | +96.1% | +126.5% |
| 3Y | -24.1% | -9.0% | -15.0% | -25.3% |
| All | -49.3% | +6.5% | -55.9% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling