+7,716.5%
TPR vs HUM
+3,761.7%
+3,954.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.3% | +4.2% | -6.5% | -3.4% |
| 30D | -23.0% | +10.4% | -33.3% | -25.1% |
| 3M | -12.5% | +15.1% | -27.5% | -16.2% |
| 6M | -21.4% | +120.9% | -142.4% | -37.9% |
| YTD | -3.5% | +57.9% | -61.5% | -17.4% |
| 1Y | +17.4% | +30.6% | -13.2% | +5.0% |
| 3Y | +291.3% | -9.6% | +300.9% | +271.3% |
| 5Y | +241.9% | +1.6% | +240.3% | +202.8% |
| 10Y | +322.7% | +146.4% | +176.2% | +185.2% |
| All | +7,716.5% | +3,761.7% | +3,954.7% | +2,036.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling