+621.7%
TSEM vs HUM
+6.5%
+615.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.6% |
| 7D | -4.9% | +2.1% | -6.9% | -4.9% |
| 30D | -18.7% | +5.4% | -24.1% | -18.9% |
| 3M | -18.1% | +11.4% | -29.5% | -18.3% |
| 6M | +77.1% | +141.5% | -64.4% | +75.9% |
| YTD | +80.1% | +61.2% | +19.0% | +78.5% |
| 1Y | +220.4% | +49.2% | +171.2% | +217.9% |
| 3Y | +650.1% | -9.0% | +659.1% | +653.3% |
| All | +621.7% | +6.5% | +615.1% | +586.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling