+13,606.1%
TSM vs HUM
+1,857.7%
+11,748.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.6% | -1.4% | +4.1% | +2.9% |
| 30D | +1.4% | +7.5% | -6.1% | +0.3% |
| 3M | +5.0% | +10.2% | -5.2% | +3.3% |
| 6M | +24.0% | +132.5% | -108.6% | +8.6% |
| YTD | +41.6% | +57.6% | -16.0% | +30.5% |
| 1Y | +66.2% | +48.6% | +17.6% | +53.9% |
| 3Y | +398.2% | -11.2% | +409.4% | +384.9% |
| 5Y | +277.6% | +4.8% | +272.8% | +251.0% |
| 10Y | +1,783.1% | +147.1% | +1,636.0% | +1,386.1% |
| All | +13,606.1% | +1,857.7% | +11,748.4% | +7,195.8% |
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