-50.0%
TE vs HUM
+16.0%
-66.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | +15.0% | -0.2% | +15.2% | +15.0% |
| 30D | -7.5% | +3.7% | -11.2% | -8.0% |
| 3M | -42.0% | +10.4% | -52.4% | -42.5% |
| 6M | -31.4% | +125.7% | -157.2% | -37.7% |
| YTD | -26.5% | +57.3% | -83.8% | -30.7% |
| 1Y | +153.1% | +48.6% | +104.5% | +138.3% |
| 3Y | -20.7% | -11.3% | -9.4% | -22.5% |
| 5Y | -45.4% | +0.8% | -46.3% | -47.3% |
| All | -50.0% | +16.0% | -66.0% | -52.1% |
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