+211.9%
TER vs HUM
+0.5%
+211.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | +9.4% | -1.4% | +10.8% | +9.5% |
| 30D | -2.4% | +7.5% | -9.9% | -3.1% |
| 3M | +6.5% | +10.2% | -3.7% | +5.6% |
| 6M | +23.2% | +132.5% | -109.4% | +12.9% |
| YTD | +91.5% | +57.6% | +33.9% | +82.1% |
| 1Y | +214.8% | +48.6% | +166.2% | +200.2% |
| 3Y | +275.3% | -11.2% | +286.5% | +265.0% |
| 5Y | +211.9% | +4.8% | +207.1% | +171.5% |
| All | +211.9% | +0.5% | +211.4% | +171.5% |
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