+437.3%
TTMI vs HUM
+4,550.6%
-4,113.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.7% |
| 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% | -30.3% |
| 6M | +28.4% | +125.7% | -97.4% | +3.3% |
| YTD | +80.1% | +57.3% | +22.7% | +57.1% |
| 1Y | +161.0% | +48.6% | +112.4% | +129.1% |
| 3Y | +862.4% | -11.3% | +873.7% | +824.3% |
| 5Y | +812.9% | +0.8% | +812.1% | +721.2% |
| 10Y | +1,094.7% | +146.7% | +948.0% | +708.7% |
| All | +437.3% | +4,550.6% | -4,113.3% | +43.2% |
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 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