+21.4%
TMUS vs HUM
-5.3%
+26.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.6% |
| 7D | +4.9% | +3.7% | +1.2% | +4.9% |
| 30D | +7.7% | +5.5% | +2.2% | +7.8% |
| 3M | -6.8% | +17.1% | -23.9% | -6.7% |
| 6M | -9.7% | +48.3% | -58.0% | -10.2% |
| YTD | -15.0% | +77.4% | -92.3% | -15.6% |
| 1Y | -19.1% | +92.6% | -111.7% | -20.0% |
| 3Y | +21.4% | -6.1% | +27.5% | +19.8% |
| All | +21.4% | -5.3% | +26.7% | +19.8% |
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