+4.2%
TSEM vs HUM
+1,868.2%
-1,864.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +0.9% | -1.4% | +2.4% | +1.1% |
| 30D | -16.6% | +7.5% | -24.1% | -17.6% |
| 3M | -10.9% | +10.2% | -21.1% | -12.1% |
| 6M | +78.0% | +132.5% | -54.5% | +56.0% |
| YTD | +77.2% | +57.6% | +19.6% | +63.4% |
| 1Y | +207.6% | +48.6% | +159.0% | +184.4% |
| 3Y | +637.8% | -11.2% | +649.0% | +621.4% |
| 5Y | +617.0% | +4.8% | +612.2% | +569.8% |
| 10Y | +1,270.7% | +147.1% | +1,123.6% | +993.8% |
| All | +4.2% | +1,868.2% | -1,864.0% | -47.5% |
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