+399.5%
TPR vs HUM
-6.1%
+405.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +6.4% | +6.9% | -0.5% | +6.1% |
| 30D | +13.8% | +3.2% | +10.6% | +13.6% |
| 3M | -16.6% | +20.0% | -36.6% | -17.3% |
| 6M | +0.7% | +63.5% | -62.8% | -1.9% |
| YTD | +5.3% | +75.9% | -70.6% | +1.8% |
| 1Y | +32.4% | +85.7% | -53.3% | +27.4% |
| All | +399.5% | -6.1% | +405.6% | +384.3% |
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