+34.7%
HUM vs RBRK
+159.6%
-124.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +15.6% | -16.3% | -1.6% |
| 7D | +1.4% | +7.0% | -5.6% | +0.9% |
| 30D | +4.6% | -2.0% | +6.6% | +4.6% |
| 3M | +7.6% | +46.9% | -39.4% | +4.6% |
| 6M | +147.9% | +87.5% | +60.3% | +135.6% |
| YTD | +60.1% | +31.0% | +29.1% | +55.3% |
| 1Y | +49.4% | +34.5% | +14.9% | +44.2% |
| All | +34.7% | +159.6% | -124.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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