+131.2%
TLT vs HUM
+3,647.1%
-3,515.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.4% | +2.1% | -1.7% | +0.5% |
| 30D | -0.3% | +4.7% | -5.0% | 0.0% |
| 3M | -1.7% | +13.5% | -15.2% | -1.0% |
| 6M | -4.9% | +126.7% | -131.6% | -0.5% |
| YTD | -2.8% | +58.5% | -61.3% | 0.0% |
| 1Y | -4.2% | +31.7% | -35.9% | -2.3% |
| 3Y | -1.1% | -10.6% | +9.5% | -0.7% |
| 5Y | -33.7% | +2.5% | -36.2% | -32.5% |
| 10Y | -20.7% | +148.7% | -169.3% | -13.5% |
| All | +131.2% | +3,647.1% | -3,515.9% | +193.7% |
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