+316.3%
TPR vs HUM
+152.7%
+163.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.7% |
| 7D | -3.0% | +2.1% | -5.0% | -3.5% |
| 30D | -22.6% | +5.4% | -28.0% | -23.7% |
| 3M | -18.2% | +11.4% | -29.6% | -20.9% |
| 6M | -18.0% | +141.5% | -159.5% | -36.5% |
| YTD | -6.4% | +61.2% | -67.6% | -19.8% |
| 1Y | +12.3% | +49.2% | -36.9% | -2.4% |
| 3Y | +298.7% | -9.0% | +307.7% | +292.6% |
| 5Y | +232.5% | +7.2% | +225.3% | +182.7% |
| All | +316.3% | +152.7% | +163.6% | +171.2% |
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