-11.2%
HUM vs RBA
+26.3%
-37.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.2% | -1.9% | +1.7% | 0.0% |
| 30D | +3.7% | -13.0% | +16.7% | +5.5% |
| 3M | +10.4% | -23.1% | +33.5% | +13.7% |
| 6M | +125.7% | -22.6% | +148.3% | +131.9% |
| YTD | +57.3% | -20.4% | +77.7% | +60.3% |
| 1Y | +48.6% | -29.6% | +78.2% | +53.4% |
| All | -11.2% | +26.3% | -37.5% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling