+56.5%
TEL vs HUM
+6.5%
+50.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.4% |
| 7D | +1.6% | +2.1% | -0.5% | +1.4% |
| 30D | -0.7% | +5.4% | -6.1% | -1.1% |
| 3M | +2.4% | +11.4% | -9.0% | +1.4% |
| 6M | +4.1% | +141.5% | -137.4% | -4.0% |
| YTD | -5.8% | +61.2% | -67.0% | -10.4% |
| 1Y | +0.9% | +49.2% | -48.3% | -3.6% |
| 3Y | +72.6% | -9.0% | +81.6% | +70.2% |
| All | +56.5% | +6.5% | +50.0% | +39.5% |
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