+46.6%
TEM vs HUM
+19.0%
+27.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.3% |
| 7D | -8.7% | +2.1% | -10.7% | -9.3% |
| 30D | +8.1% | +5.4% | +2.7% | +6.0% |
| 3M | +19.0% | +11.4% | +7.6% | +14.6% |
| 6M | +12.0% | +141.5% | -129.5% | -17.8% |
| YTD | -0.1% | +61.2% | -61.3% | -16.8% |
| 1Y | -33.5% | +49.2% | -82.7% | -43.3% |
| All | +46.6% | +19.0% | +27.6% | +26.6% |
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