+199.8%
TER vs HUM
+31.0%
+168.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.7% | +5.5% |
| 7D | +0.6% | +4.2% | -3.6% | +0.4% |
| 30D | -8.3% | +10.4% | -18.7% | -8.6% |
| 3M | -12.2% | +15.1% | -27.3% | -12.2% |
| 6M | +17.0% | +120.9% | -103.9% | +12.1% |
| YTD | +84.6% | +57.9% | +26.7% | +82.0% |
| 1Y | +199.8% | +30.6% | +169.3% | +208.9% |
| All | +199.8% | +31.0% | +168.8% | +208.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling