+5,906.0%
TGT vs HUM
+5,550.8%
+355.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | +3.0% | +7.5% | -4.4% | +1.9% |
| 3M | +22.6% | +10.2% | +12.4% | +20.5% |
| 6M | +31.2% | +132.5% | -101.3% | +14.3% |
| YTD | +63.7% | +57.6% | +6.1% | +50.5% |
| 1Y | +78.5% | +48.6% | +29.9% | +65.0% |
| 3Y | +40.5% | -11.2% | +51.7% | +37.1% |
| 5Y | -25.6% | +4.8% | -30.4% | -30.1% |
| 10Y | +204.7% | +147.1% | +57.6% | +143.8% |
| All | +5,906.0% | +5,550.8% | +355.2% | +2,300.7% |
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