+218.7%
TPR vs HUM
+1.5%
+217.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -30.7% | +3.7% | -34.4% | -30.9% |
| 3M | -21.6% | +10.4% | -32.0% | -22.2% |
| 6M | -21.3% | +125.7% | -147.1% | -26.0% |
| YTD | -10.2% | +57.3% | -67.5% | -13.5% |
| 1Y | +9.5% | +48.6% | -39.1% | +5.7% |
| 3Y | +280.8% | -11.3% | +292.1% | +280.5% |
| 5Y | +218.7% | +0.8% | +217.9% | +192.4% |
| All | +218.7% | +1.5% | +217.2% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling