+148.8%
HUM vs RACE
+640.3%
-491.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.1% | -1.0% | +3.1% | +2.3% |
| 30D | +4.7% | -1.5% | +6.2% | +4.9% |
| 3M | +13.5% | +15.5% | -2.0% | +9.1% |
| 6M | +126.7% | +17.3% | +109.4% | +116.4% |
| YTD | +58.5% | +11.1% | +47.4% | +52.9% |
| 1Y | +31.7% | -14.3% | +46.0% | +35.0% |
| 3Y | -10.6% | +40.2% | -50.8% | -21.3% |
| 5Y | +2.5% | +92.6% | -90.1% | -19.7% |
| 10Y | +148.7% | +786.6% | -637.9% | +39.3% |
| All | +148.8% | +640.3% | -491.4% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling