-20.7%
TLT vs HUM
+152.7%
-173.4%
-48.4%
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% | +0.2% |
| 7D | -1.6% | +2.1% | -3.7% | -1.5% |
| 30D | -1.1% | +5.4% | -6.5% | -0.9% |
| 3M | -4.9% | +11.4% | -16.3% | -4.3% |
| 6M | -5.0% | +141.5% | -146.5% | -0.5% |
| YTD | -4.4% | +61.2% | -65.6% | -1.7% |
| 1Y | -6.4% | +49.2% | -55.5% | -4.1% |
| 3Y | -2.0% | -9.0% | +7.0% | -2.5% |
| 5Y | -35.0% | +7.2% | -42.2% | -33.7% |
| All | -20.7% | +152.7% | -173.4% | -7.8% |
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