-21.2%
TMUS vs HUM
+51.1%
-72.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +7.5% | +1.6% | +5.9% | +7.6% |
| 30D | -3.3% | +3.5% | -6.8% | -2.7% |
| 3M | -9.7% | +15.5% | -25.2% | -9.2% |
| 6M | -17.2% | +76.2% | -93.4% | -17.8% |
| YTD | -20.3% | +64.5% | -84.9% | -19.1% |
| 1Y | -21.2% | +50.0% | -71.2% | -19.2% |
| All | -21.2% | +51.1% | -72.3% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling