+32.8%
TMUS vs HUM
-11.4%
+44.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -5.8% | -1.4% | -4.4% | -5.8% |
| 30D | -0.2% | +7.5% | -7.7% | -0.4% |
| 3M | -4.0% | +10.2% | -14.2% | -4.2% |
| 6M | -18.1% | +132.5% | -150.6% | -19.8% |
| YTD | -11.3% | +57.6% | -69.0% | -12.1% |
| 1Y | -24.7% | +48.6% | -73.3% | -25.3% |
| All | +32.8% | -11.4% | +44.2% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling