+317.5%
TMUS vs HUM
+152.7%
+164.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +2.5% |
| 7D | +0.4% | +2.1% | -1.6% | +0.1% |
| 30D | +3.5% | +5.4% | -1.9% | +2.5% |
| 3M | -1.3% | +11.4% | -12.7% | -3.5% |
| 6M | -13.6% | +141.5% | -155.1% | -27.5% |
| YTD | -8.8% | +61.2% | -69.9% | -17.8% |
| 1Y | -22.9% | +49.2% | -72.0% | -29.8% |
| 3Y | +36.7% | -9.0% | +45.8% | +35.8% |
| 5Y | +46.6% | +7.2% | +39.4% | +35.4% |
| All | +317.5% | +152.7% | +164.8% | +221.3% |
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