+181.2%
TSCO vs HUM
+152.7%
+28.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.9% |
| 7D | -5.7% | +2.1% | -7.7% | -5.9% |
| 30D | -8.8% | +5.4% | -14.2% | -9.5% |
| 3M | +6.3% | +11.4% | -5.1% | +4.4% |
| 6M | -32.3% | +141.5% | -173.8% | -41.3% |
| YTD | -32.7% | +61.2% | -93.9% | -38.2% |
| 1Y | -43.7% | +49.2% | -92.8% | -47.8% |
| 3Y | -19.7% | -9.0% | -10.6% | -19.6% |
| 5Y | -11.6% | +7.2% | -18.8% | -16.9% |
| All | +181.2% | +152.7% | +28.6% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling