+309.3%
TEL vs HUM
+152.7%
+156.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.1% |
| 7D | +1.6% | +2.1% | -0.5% | +1.2% |
| 30D | -0.7% | +5.4% | -6.1% | -1.8% |
| 3M | +2.4% | +11.4% | -9.0% | -0.2% |
| 6M | +4.1% | +141.5% | -137.4% | -15.1% |
| YTD | -5.8% | +61.2% | -67.0% | -16.8% |
| 1Y | +0.9% | +49.2% | -48.3% | -9.9% |
| 3Y | +72.6% | -9.0% | +81.6% | +69.7% |
| 5Y | +57.5% | +7.2% | +50.4% | +40.0% |
| All | +309.3% | +152.7% | +156.7% | +173.2% |
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