+277.6%
TSM vs HUM
+0.5%
+277.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.6% | -1.4% | +4.1% | +2.6% |
| 30D | +1.4% | +7.5% | -6.1% | +1.5% |
| 3M | +5.0% | +10.2% | -5.2% | +5.1% |
| 6M | +24.0% | +132.5% | -108.6% | +25.6% |
| YTD | +41.6% | +57.6% | -16.0% | +42.6% |
| 1Y | +66.2% | +48.6% | +17.6% | +67.3% |
| 3Y | +398.2% | -11.2% | +409.4% | +394.3% |
| 5Y | +277.6% | +4.8% | +272.8% | +243.1% |
| All | +277.6% | +0.5% | +277.1% | +243.1% |
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