+76.5%
TXN vs HUM
-9.4%
+85.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.6% | +3.7% |
| 7D | +4.0% | +2.1% | +1.9% | +3.9% |
| 30D | -2.9% | +5.4% | -8.2% | -3.1% |
| 3M | -9.1% | +11.4% | -20.5% | -9.6% |
| 6M | +36.6% | +141.5% | -104.9% | +29.8% |
| YTD | +57.5% | +61.2% | -3.7% | +52.9% |
| 1Y | +49.5% | +49.2% | +0.4% | +45.6% |
| 3Y | +76.5% | -9.0% | +85.6% | +59.5% |
| All | +76.5% | -9.4% | +85.9% | +59.5% |
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 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