+14,183.4%
TER vs HUM
+5,562.3%
+8,621.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.7% |
| 7D | +0.6% | +4.2% | -3.5% | -0.3% |
| 30D | -8.3% | +10.4% | -18.6% | -10.2% |
| 3M | -12.2% | +15.1% | -27.3% | -14.8% |
| 6M | +17.1% | +120.9% | -103.9% | -1.6% |
| YTD | +84.7% | +57.9% | +26.7% | +64.6% |
| 1Y | +199.9% | +30.6% | +169.4% | +176.4% |
| 3Y | +232.8% | -9.6% | +242.4% | +219.7% |
| 5Y | +198.6% | +1.6% | +197.0% | +175.0% |
| 10Y | +1,669.7% | +146.4% | +1,523.3% | +1,228.2% |
| All | +14,183.4% | +5,562.3% | +8,621.1% | +4,762.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling