+890.1%
TTMI vs HUM
-9.4%
+899.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +3.2% |
| 7D | +0.7% | +2.1% | -1.4% | +0.5% |
| 30D | -8.4% | +5.4% | -13.8% | -8.7% |
| 3M | -32.5% | +11.4% | -43.9% | -32.7% |
| 6M | +32.5% | +141.5% | -109.0% | +27.2% |
| YTD | +83.2% | +61.2% | +22.1% | +77.8% |
| 1Y | +161.7% | +49.2% | +112.5% | +153.9% |
| 3Y | +890.1% | -9.0% | +899.2% | +716.2% |
| All | +890.1% | -9.4% | +899.5% | +716.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling