+8,373.7%
TPR vs HUM
+4,237.0%
+4,136.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 3M | +3.5% | +17.1% | -13.6% | -1.4% |
| 6M | +0.4% | +48.3% | -47.8% | -11.1% |
| YTD | +4.6% | +77.4% | -72.8% | -13.7% |
| 1Y | +33.1% | +92.6% | -59.5% | +7.2% |
| 3Y | +396.0% | -6.1% | +402.1% | +365.9% |
| 5Y | +230.3% | +6.2% | +224.0% | +188.7% |
| 10Y | +368.4% | +153.6% | +214.8% | +212.6% |
| All | +8,373.7% | +4,237.0% | +4,136.7% | +2,131.9% |
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