-48.1%
TOST vs HUM
+5.4%
-53.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.5% |
| 7D | -4.7% | -0.2% | -4.4% | -4.7% |
| 30D | -9.1% | +3.7% | -12.8% | -9.3% |
| 3M | +29.8% | +10.4% | +19.4% | +28.8% |
| 6M | +10.0% | +125.7% | -115.7% | +2.7% |
| YTD | -8.6% | +57.3% | -66.0% | -12.0% |
| 1Y | -20.7% | +48.6% | -69.3% | -23.5% |
| 3Y | +55.7% | -11.3% | +67.0% | +55.6% |
| All | -48.1% | +5.4% | -53.5% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling