-79.9%
TTD vs HUM
+6.5%
-86.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.4% | +2.4% |
| 7D | -0.6% | +2.1% | -2.7% | -0.9% |
| 30D | +6.3% | +5.4% | +0.9% | +5.6% |
| 3M | -24.1% | +11.4% | -35.5% | -25.4% |
| 6M | -47.4% | +141.5% | -188.9% | -53.9% |
| YTD | -62.2% | +61.2% | -123.4% | -64.8% |
| 1Y | -68.3% | +49.2% | -117.5% | -70.2% |
| 3Y | -83.4% | -9.0% | -74.4% | -82.9% |
| All | -79.9% | +6.5% | -86.4% | -82.4% |
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