+145.9%
TT vs HUM
+0.5%
+145.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | -1.4% | +0.5% | -0.9% |
| 30D | -8.9% | +7.5% | -16.4% | -9.2% |
| 3M | -1.8% | +10.2% | -12.0% | -2.3% |
| 6M | +1.9% | +132.5% | -130.6% | -2.5% |
| YTD | +13.8% | +57.6% | -43.8% | +10.8% |
| 1Y | +6.1% | +48.6% | -42.5% | +3.5% |
| 3Y | +119.6% | -11.2% | +130.7% | +121.9% |
| 5Y | +145.9% | +4.8% | +141.1% | +133.0% |
| All | +145.9% | +0.5% | +145.4% | +133.0% |
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 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