+42.4%
TMUS vs HUM
+0.5%
+41.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -5.8% | -1.4% | -4.4% | -5.7% |
| 30D | -0.2% | +7.5% | -7.7% | -0.8% |
| 3M | -4.0% | +10.2% | -14.2% | -4.9% |
| 6M | -18.1% | +132.5% | -150.6% | -24.7% |
| YTD | -11.3% | +57.6% | -69.0% | -15.3% |
| 1Y | -24.7% | +48.6% | -73.3% | -27.9% |
| 3Y | +35.4% | -11.2% | +46.5% | +38.8% |
| 5Y | +42.4% | +4.8% | +37.6% | +37.1% |
| All | +42.4% | +0.5% | +41.9% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling