+30.6%
HUM vs RBA
-26.5%
+57.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +4.2% | -2.9% | +7.1% | +4.5% |
| 30D | +10.4% | -12.3% | +22.7% | +12.3% |
| 3M | +15.1% | -20.5% | +35.6% | +17.8% |
| 6M | +120.9% | -18.5% | +139.5% | +124.0% |
| YTD | +57.9% | -18.2% | +76.2% | +56.4% |
| 1Y | +30.6% | -27.5% | +58.1% | +21.6% |
| All | +30.6% | -26.5% | +57.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling