+4.8%
HUM vs RCAT
+177.7%
-172.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.4% | -5.4% | +4.0% | -1.4% |
| 30D | +7.5% | -24.2% | +31.7% | +7.8% |
| 3M | +10.2% | -25.8% | +36.0% | +10.5% |
| 6M | +132.5% | -44.9% | +177.4% | +133.4% |
| YTD | +57.6% | +1.9% | +55.7% | +56.1% |
| 1Y | +48.6% | -5.2% | +53.8% | +47.0% |
| 3Y | -11.2% | +759.6% | -770.7% | -15.5% |
| 5Y | +4.8% | +187.5% | -182.7% | +0.4% |
| All | +4.8% | +177.7% | -172.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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