+161.7%
TTMI vs HUM
+50.8%
+110.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +3.1% |
| 7D | +0.7% | +2.1% | -1.4% | +0.5% |
| 30D | -8.4% | +5.4% | -13.8% | -8.9% |
| 3M | -32.5% | +11.4% | -43.9% | -32.8% |
| 6M | +32.5% | +141.5% | -109.0% | +24.2% |
| YTD | +83.2% | +61.2% | +22.1% | +73.9% |
| 1Y | +161.7% | +49.2% | +112.5% | +144.5% |
| All | +161.7% | +50.8% | +110.9% | +144.5% |
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 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