+2,628.6%
TFC vs HUM
+5,550.8%
-2,922.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | -2.8% | +7.5% | -10.3% | -4.1% |
| 3M | +2.1% | +10.2% | -8.1% | +0.2% |
| 6M | +10.1% | +132.5% | -122.4% | -5.8% |
| YTD | +5.4% | +57.6% | -52.2% | -4.2% |
| 1Y | +16.3% | +48.6% | -32.3% | +6.2% |
| 3Y | +95.9% | -11.2% | +107.0% | +90.8% |
| 5Y | +16.0% | +4.8% | +11.2% | +8.1% |
| 10Y | +97.9% | +147.1% | -49.2% | +58.1% |
| All | +2,628.6% | +5,550.8% | -2,922.2% | +1,230.4% |
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