+114.9%
TT vs HUM
-11.4%
+126.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | -1.4% | +0.5% | -1.0% |
| 30D | -8.9% | +7.5% | -16.4% | -8.8% |
| 3M | -1.8% | +10.2% | -12.0% | -1.7% |
| 6M | +1.9% | +132.5% | -130.6% | +2.8% |
| YTD | +13.8% | +57.6% | -43.8% | +14.2% |
| 1Y | +6.1% | +48.6% | -42.5% | +6.4% |
| All | +114.9% | -11.4% | +126.3% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling