-7.4%
HUM vs RACE
+23.0%
-30.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | +7.7% | -4.0% | +11.7% | +8.3% |
| 30D | +5.8% | +3.5% | +2.2% | +5.2% |
| 3M | +14.3% | -0.4% | +14.8% | +14.2% |
| 6M | +50.9% | +23.2% | +27.7% | +45.7% |
| YTD | +74.9% | +11.0% | +63.9% | +71.0% |
| 1Y | +86.9% | -2.2% | +89.1% | +86.7% |
| All | -7.4% | +23.0% | -30.4% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling