+142.7%
TOST vs HUM
-6.7%
+149.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -4.7% | +7.7% | -12.4% | -5.0% |
| 30D | +8.5% | +5.8% | +2.7% | +8.2% |
| 3M | -1.6% | +14.3% | -15.9% | -2.2% |
| 6M | +44.1% | +50.9% | -6.8% | +41.7% |
| YTD | -5.6% | +74.9% | -80.5% | -7.9% |
| 1Y | -12.6% | +86.9% | -99.5% | -15.2% |
| All | +142.7% | -6.7% | +149.4% | +121.1% |
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 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