+152.3%
HUM vs RBA
+206.5%
-54.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +5.4% | -2.9% | +8.3% | +6.0% |
| 3M | +11.4% | -20.9% | +32.3% | +16.8% |
| 6M | +141.5% | -17.7% | +159.2% | +150.2% |
| YTD | +61.2% | -18.2% | +79.4% | +66.6% |
| 1Y | +49.2% | -29.1% | +78.2% | +59.3% |
| 3Y | -9.0% | +29.5% | -38.6% | -17.5% |
| 5Y | +7.2% | +40.2% | -33.1% | -7.8% |
| All | +152.3% | +206.5% | -54.2% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling