+1,896.0%
HUM vs RBA
+4,075.0%
-2,178.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +3.7% | +1.7% | +2.0% | +3.4% |
| 30D | +5.5% | +8.3% | -2.8% | +3.7% |
| 3M | +17.1% | +10.5% | +6.6% | +14.5% |
| 6M | +48.3% | -5.9% | +54.1% | +49.0% |
| YTD | +77.4% | -6.9% | +84.2% | +77.9% |
| 1Y | +92.6% | -4.9% | +97.4% | +92.3% |
| 3Y | -6.1% | +64.5% | -70.6% | -17.3% |
| 5Y | +6.2% | +46.1% | -39.8% | -6.2% |
| 10Y | +153.6% | +208.2% | -54.6% | +85.2% |
| All | +1,896.0% | +4,075.0% | -2,178.9% | +1,008.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling