+668.7%
TEL vs HUM
+649.0%
+19.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.3% | -1.4% | -0.9% | -1.9% |
| 30D | -6.1% | +7.5% | -13.6% | -7.9% |
| 3M | +1.7% | +10.2% | -8.5% | -1.2% |
| 6M | +1.6% | +132.5% | -130.9% | -19.6% |
| YTD | -9.1% | +57.6% | -66.7% | -21.3% |
| 1Y | -1.7% | +48.6% | -50.3% | -14.3% |
| 3Y | +67.3% | -11.2% | +78.5% | +60.8% |
| 5Y | +52.1% | +4.8% | +47.3% | +34.7% |
| 10Y | +299.3% | +147.1% | +152.2% | +162.4% |
| All | +668.7% | +649.0% | +19.7% | +178.3% |
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