+84.4%
TSM vs HUM
+31.0%
+53.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.9% |
| 7D | +2.7% | +4.2% | -1.4% | +2.6% |
| 30D | +3.6% | +10.4% | -6.8% | +3.3% |
| 3M | -3.4% | +15.1% | -18.4% | -3.6% |
| 6M | +20.6% | +120.9% | -100.3% | +18.3% |
| YTD | +41.9% | +57.9% | -16.1% | +40.9% |
| 1Y | +84.4% | +30.6% | +53.8% | +84.0% |
| All | +84.4% | +31.0% | +53.4% | +84.0% |
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 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