+376.4%
TTD vs HUM
+155.6%
+220.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.4% | +2.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.2% |
| 30D | +6.3% | +5.4% | +0.9% | +4.7% |
| 3M | -24.1% | +11.4% | -35.5% | -27.0% |
| 6M | -47.4% | +141.5% | -188.9% | -60.3% |
| YTD | -62.2% | +61.2% | -123.4% | -68.0% |
| 1Y | -68.3% | +49.2% | -117.5% | -72.7% |
| 3Y | -83.4% | -9.0% | -74.4% | -83.8% |
| 5Y | -80.3% | +7.2% | -87.5% | -82.9% |
| All | +376.4% | +155.6% | +220.8% | +194.5% |
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