+237.8%
TMUS vs HUM
+153.9%
+83.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.9% |
| 7D | +4.9% | +3.7% | +1.2% | +4.3% |
| 30D | +7.7% | +5.5% | +2.2% | +6.7% |
| 3M | -6.8% | +17.1% | -23.9% | -9.7% |
| 6M | -9.7% | +48.3% | -58.0% | -16.6% |
| YTD | -15.0% | +77.4% | -92.3% | -24.9% |
| 1Y | -19.1% | +92.6% | -111.7% | -29.9% |
| 3Y | +21.4% | -6.1% | +27.5% | +20.9% |
| 5Y | +51.2% | +6.2% | +44.9% | +41.6% |
| All | +237.8% | +153.9% | +83.9% | +185.2% |
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 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