+6,467.7%
TRV vs HUM
+5,550.8%
+916.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.5% | -1.4% | -0.1% | -1.2% |
| 30D | -1.8% | +7.5% | -9.3% | -3.0% |
| 3M | +21.6% | +10.2% | +11.4% | +19.4% |
| 6M | +22.5% | +132.5% | -110.1% | +5.5% |
| YTD | +28.1% | +57.6% | -29.5% | +16.9% |
| 1Y | +37.0% | +48.6% | -11.6% | +25.7% |
| 3Y | +141.9% | -11.2% | +153.0% | +136.0% |
| 5Y | +158.5% | +4.8% | +153.7% | +142.0% |
| 10Y | +297.5% | +147.1% | +150.4% | +218.6% |
| All | +6,467.7% | +5,550.8% | +916.8% | +2,654.9% |
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