+1,282.5%
TSEM vs HUM
+152.7%
+1,129.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.3% |
| 7D | -4.9% | +2.1% | -6.9% | -5.2% |
| 30D | -18.7% | +5.4% | -24.1% | -19.4% |
| 3M | -18.1% | +11.4% | -29.5% | -19.3% |
| 6M | +77.1% | +141.5% | -64.4% | +56.3% |
| YTD | +80.1% | +61.2% | +19.0% | +66.7% |
| 1Y | +220.4% | +49.2% | +171.2% | +198.5% |
| 3Y | +650.1% | -9.0% | +659.1% | +652.7% |
| 5Y | +628.9% | +7.2% | +621.7% | +573.0% |
| All | +1,282.5% | +152.7% | +1,129.8% | +979.8% |
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