+203.6%
TGT vs HUM
+152.7%
+50.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.3% |
| 7D | -5.2% | +2.1% | -7.3% | -5.5% |
| 30D | +1.2% | +5.4% | -4.2% | +0.4% |
| 3M | +18.4% | +11.4% | +7.0% | +16.2% |
| 6M | +33.4% | +141.5% | -108.1% | +15.7% |
| YTD | +63.8% | +61.2% | +2.6% | +50.5% |
| 1Y | +77.2% | +49.2% | +28.0% | +64.2% |
| 3Y | +41.8% | -9.0% | +50.8% | +41.6% |
| 5Y | -25.5% | +7.2% | -32.7% | -30.2% |
| All | +203.6% | +152.7% | +50.9% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling