+8,433.2%
TPR vs HUM
+4,201.4%
+4,231.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | +6.4% | +6.9% | -0.5% | +4.3% |
| 30D | +13.8% | +3.2% | +10.6% | +12.6% |
| 3M | -16.6% | +20.0% | -36.6% | -21.1% |
| 6M | +0.7% | +63.5% | -62.8% | -13.4% |
| YTD | +5.3% | +75.9% | -70.6% | -12.9% |
| 1Y | +32.4% | +85.7% | -53.3% | +7.7% |
| 3Y | +406.4% | -6.1% | +412.5% | +375.5% |
| 5Y | +227.9% | +5.1% | +222.8% | +187.5% |
| 10Y | +371.7% | +151.6% | +220.2% | +215.5% |
| All | +8,433.2% | +4,201.4% | +4,231.8% | +2,152.7% |
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