+28.4%
TTMI vs HUM
+126.5%
-98.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.8% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | -4.5% | +3.7% | -8.2% | -5.4% |
| 3M | -28.5% | +10.4% | -38.9% | -27.9% |
| 6M | +28.4% | +125.7% | -97.4% | +11.9% |
| All | +28.4% | +126.5% | -98.1% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling