-43.7%
TSCO vs HUM
+50.8%
-94.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.5% |
| 7D | -5.7% | +2.1% | -7.7% | -5.6% |
| 30D | -8.8% | +5.4% | -14.2% | -8.6% |
| 3M | +6.3% | +11.4% | -5.1% | +6.6% |
| 6M | -32.3% | +141.5% | -173.8% | -29.6% |
| YTD | -32.7% | +61.2% | -93.9% | -30.2% |
| 1Y | -43.7% | +49.2% | -92.8% | -42.3% |
| All | -43.7% | +50.8% | -94.5% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling