-17.4%
TOST vs HUM
+31.0%
-48.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -3.4% | +4.2% | -7.6% | -3.4% |
| 30D | -2.4% | +10.4% | -12.8% | -2.4% |
| 3M | +34.6% | +15.1% | +19.6% | +34.7% |
| 6M | +15.2% | +120.9% | -105.7% | +13.3% |
| YTD | -4.4% | +57.9% | -62.3% | -4.0% |
| 1Y | -17.4% | +30.6% | -48.0% | -18.4% |
| All | -17.4% | +31.0% | -48.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling