+3,473.6%
HUM vs RCAT
-100.0%
+3,573.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | +4.2% | -1.4% | +5.6% | +4.2% |
| 30D | +10.4% | -3.3% | +13.7% | +10.4% |
| 3M | +15.1% | -43.2% | +58.3% | +15.2% |
| 6M | +120.9% | -43.2% | +164.1% | +121.1% |
| YTD | +57.9% | +5.5% | +52.4% | +57.8% |
| 1Y | +30.6% | -1.6% | +32.2% | +30.4% |
| 3Y | -9.6% | +773.7% | -783.3% | -10.4% |
| 5Y | +1.6% | +187.6% | -186.0% | +0.8% |
| 10Y | +146.4% | -98.5% | +244.9% | +140.4% |
| All | +3,473.6% | -100.0% | +3,573.6% | +3,394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling