+0.8%
HUM vs RACE
+87.3%
-86.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | +3.7% | -1.1% | +4.8% | +3.8% |
| 3M | +10.4% | +12.5% | -2.1% | +8.1% |
| 6M | +125.7% | +17.4% | +108.3% | +119.1% |
| YTD | +57.3% | +10.1% | +47.2% | +54.0% |
| 1Y | +48.6% | -15.1% | +63.8% | +51.3% |
| 3Y | -11.3% | +38.9% | -50.2% | -17.1% |
| 5Y | +0.8% | +90.7% | -89.8% | -19.2% |
| All | +0.8% | +87.3% | -86.4% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling