+8.0%
HUM vs RBA
+45.7%
-37.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +3.7% | +1.7% | +2.0% | +3.5% |
| 30D | +5.5% | +8.3% | -2.8% | +4.3% |
| 3M | +17.1% | +10.5% | +6.6% | +15.4% |
| 6M | +48.3% | -5.9% | +54.1% | +48.7% |
| YTD | +77.4% | -6.9% | +84.2% | +77.4% |
| 1Y | +92.6% | -4.9% | +97.4% | +92.0% |
| 3Y | -6.1% | +64.5% | -70.6% | -13.0% |
| All | +8.0% | +45.7% | -37.7% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling