+229.2%
TER vs HUM
+50.8%
+178.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.5% |
| 7D | +6.4% | +2.1% | +4.3% | +6.3% |
| 30D | -5.7% | +5.4% | -11.1% | -5.8% |
| 3M | -0.4% | +11.4% | -11.8% | -0.3% |
| 6M | +25.8% | +141.5% | -115.7% | +21.9% |
| YTD | +96.4% | +61.2% | +35.2% | +95.5% |
| 1Y | +229.2% | +49.2% | +180.1% | +226.7% |
| All | +229.2% | +50.8% | +178.4% | +226.7% |
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