+17.1%
TEM vs HUM
+126.5%
-109.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.4% |
| 7D | -1.1% | -0.2% | -0.8% | -0.9% |
| 30D | +11.3% | +3.7% | +7.6% | +9.7% |
| 3M | +25.5% | +10.4% | +15.1% | +21.7% |
| 6M | +17.1% | +125.7% | -108.6% | -12.6% |
| All | +17.1% | +126.5% | -109.3% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling