+1,779.8%
TSM vs HUM
+152.7%
+1,627.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +1.0% |
| 7D | +1.0% | +2.1% | -1.0% | +0.8% |
| 30D | +1.0% | +5.4% | -4.4% | +0.3% |
| 3M | +2.9% | +11.4% | -8.5% | +1.5% |
| 6M | +22.8% | +141.5% | -118.7% | +10.4% |
| YTD | +43.3% | +61.2% | -17.9% | +34.5% |
| 1Y | +69.2% | +49.2% | +20.0% | +59.8% |
| 3Y | +404.5% | -9.0% | +413.5% | +403.8% |
| 5Y | +282.2% | +7.2% | +275.0% | +253.0% |
| All | +1,779.8% | +152.7% | +1,627.1% | +1,456.5% |
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 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