+328.6%
TMO vs HUM
+152.7%
+175.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.6% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | +1.1% | +5.4% | -4.3% | 0.0% |
| 3M | +28.3% | +11.4% | +16.9% | +24.9% |
| 6M | +23.3% | +141.5% | -118.2% | +0.4% |
| YTD | +5.5% | +61.2% | -55.7% | -6.8% |
| 1Y | +24.5% | +49.2% | -24.6% | +11.3% |
| 3Y | +19.6% | -9.0% | +28.6% | +17.5% |
| 5Y | +8.1% | +7.2% | +0.9% | -1.6% |
| All | +328.6% | +152.7% | +175.9% | +202.1% |
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