-68.3%
TTD vs HUM
+50.8%
-119.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.4% | +2.5% |
| 7D | -0.6% | +2.1% | -2.7% | -0.7% |
| 30D | +6.3% | +5.4% | +0.9% | +6.0% |
| 3M | -24.1% | +11.4% | -35.5% | -24.7% |
| 6M | -47.4% | +141.5% | -188.9% | -51.2% |
| YTD | -62.2% | +61.2% | -123.4% | -62.6% |
| 1Y | -68.3% | +49.2% | -117.5% | -68.1% |
| All | -68.3% | +50.8% | -119.1% | -68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling