+19.3%
TPR vs HUM
+51.1%
-31.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.5% |
| 7D | +12.6% | +1.6% | +11.1% | +12.6% |
| 30D | +7.1% | +3.5% | +3.6% | +7.0% |
| 3M | -19.4% | +15.5% | -34.9% | -19.8% |
| 6M | -9.7% | +76.2% | -85.9% | -13.2% |
| YTD | -1.0% | +64.5% | -65.5% | -4.7% |
| 1Y | +19.3% | +50.0% | -30.7% | +17.7% |
| All | +19.3% | +51.1% | -31.8% | +17.7% |
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