+10.7%
TTMI vs HUM
+51.1%
-40.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -19.2% | +1.6% | -20.7% | -19.4% |
| 30D | -44.9% | +3.5% | -48.4% | -45.2% |
| 3M | -44.7% | +15.5% | -60.2% | -45.9% |
| 6M | -53.4% | +76.2% | -129.6% | -55.5% |
| YTD | +6.3% | +64.5% | -58.2% | -1.6% |
| 1Y | +10.7% | +50.0% | -39.3% | +4.2% |
| All | +10.7% | +51.1% | -40.4% | +4.2% |
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