-35.1%
TLT vs HUM
+0.5%
-35.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -1.6% | -1.4% | -0.1% | -1.6% |
| 30D | -1.3% | +7.5% | -8.8% | -1.2% |
| 3M | -3.7% | +10.2% | -13.9% | -3.6% |
| 6M | -6.4% | +132.5% | -138.9% | -5.3% |
| YTD | -4.5% | +57.6% | -62.1% | -3.9% |
| 1Y | -5.9% | +48.6% | -54.5% | -5.3% |
| 3Y | -2.8% | -11.2% | +8.4% | -3.9% |
| 5Y | -35.1% | +4.8% | -39.9% | -34.8% |
| All | -35.1% | +0.5% | -35.6% | -34.8% |
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 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