+356.2%
TPR vs HUM
+153.9%
+202.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -0.3% | +3.7% | -4.0% | -1.3% |
| 30D | +15.1% | +5.5% | +9.6% | +13.4% |
| 3M | +3.5% | +17.1% | -13.6% | -1.1% |
| 6M | +0.4% | +48.3% | -47.8% | -10.6% |
| YTD | +4.6% | +77.4% | -72.8% | -13.0% |
| 1Y | +33.1% | +92.6% | -59.5% | +7.8% |
| 3Y | +396.0% | -6.1% | +402.1% | +389.7% |
| 5Y | +230.3% | +6.2% | +224.0% | +189.2% |
| All | +356.2% | +153.9% | +202.3% | +220.5% |
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