+20,419.5%
TXN vs HUM
+5,550.8%
+14,868.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +2.0% | -1.4% | +3.4% | +2.2% |
| 30D | -8.0% | +7.5% | -15.5% | -9.1% |
| 3M | -7.8% | +10.2% | -18.0% | -9.4% |
| 6M | +32.4% | +132.5% | -100.1% | +15.1% |
| YTD | +51.7% | +57.6% | -5.9% | +39.1% |
| 1Y | +44.3% | +48.6% | -4.3% | +33.0% |
| 3Y | +71.3% | -11.2% | +82.4% | +67.0% |
| 5Y | +56.4% | +4.8% | +51.6% | +46.4% |
| 10Y | +410.2% | +147.1% | +263.1% | +312.0% |
| All | +20,419.5% | +5,550.8% | +14,868.6% | +7,491.6% |
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