+320.5%
TMUS vs HUM
+644.1%
-323.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.2% |
| 7D | +0.1% | +4.2% | -4.1% | -0.8% |
| 30D | +5.3% | +10.4% | -5.1% | +2.7% |
| 3M | +3.1% | +15.1% | -11.9% | -0.6% |
| 6M | -16.5% | +120.9% | -137.4% | -31.6% |
| YTD | -9.2% | +57.9% | -67.1% | -20.3% |
| 1Y | -26.5% | +30.6% | -57.0% | -33.1% |
| 3Y | +39.0% | -9.6% | +48.6% | +33.6% |
| 5Y | +40.4% | +1.6% | +38.8% | +28.1% |
| 10Y | +303.7% | +146.4% | +157.3% | +176.7% |
| All | +320.5% | +644.1% | -323.7% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling