+365.8%
TTD vs HUM
+151.4%
+214.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +1.7% | +2.1% | -0.3% | +1.2% |
| 30D | +1.6% | +4.7% | -3.1% | +0.2% |
| 3M | -27.8% | +13.5% | -41.3% | -31.0% |
| 6M | -52.1% | +126.7% | -178.8% | -63.1% |
| YTD | -63.1% | +58.5% | -121.6% | -68.6% |
| 1Y | -73.1% | +31.7% | -104.8% | -76.0% |
| 3Y | -83.3% | -10.6% | -72.7% | -83.6% |
| 5Y | -80.6% | +2.5% | -83.1% | -82.9% |
| All | +365.8% | +151.4% | +214.4% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling