+152.3%
HUM vs RACE
+844.0%
-691.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | +2.1% | +0.9% | +1.1% | +1.8% |
| 30D | +5.4% | +1.6% | +3.8% | +4.8% |
| 3M | +11.4% | +13.2% | -1.8% | +7.5% |
| 6M | +141.5% | +22.9% | +118.6% | +127.2% |
| YTD | +61.2% | +13.3% | +47.9% | +54.4% |
| 1Y | +49.2% | -12.7% | +61.8% | +52.4% |
| 3Y | -9.0% | +40.3% | -49.3% | -20.8% |
| 5Y | +7.2% | +96.5% | -89.3% | -18.6% |
| All | +152.3% | +844.0% | -691.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling