+14.0%
TFC vs HUM
+6.5%
+7.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.1% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | -3.4% | +5.4% | -8.8% | -3.9% |
| 3M | +0.4% | +11.4% | -11.0% | -0.9% |
| 6M | +12.7% | +141.5% | -128.8% | +1.3% |
| YTD | +5.6% | +61.2% | -55.6% | -1.1% |
| 1Y | +16.0% | +49.2% | -33.1% | +9.3% |
| 3Y | +94.0% | -9.0% | +103.0% | +89.2% |
| All | +14.0% | +6.5% | +7.5% | +3.2% |
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