+3,913.4%
HUM vs RCAT
-100.0%
+4,013.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.9% | +1.4% |
| 7D | +3.7% | -5.9% | +9.7% | +3.8% |
| 30D | +5.5% | -19.7% | +25.2% | +5.6% |
| 3M | +17.1% | -62.9% | +80.0% | +17.4% |
| 6M | +48.3% | -59.6% | +107.9% | +48.5% |
| YTD | +77.4% | -52.1% | +129.5% | +77.5% |
| 1Y | +92.6% | -50.9% | +143.5% | +92.6% |
| 3Y | -6.1% | +333.8% | -339.9% | -6.8% |
| 5Y | +6.2% | +40.7% | -34.5% | +5.6% |
| 10Y | +153.6% | -99.8% | +253.4% | +148.0% |
| All | +3,913.4% | -100.0% | +4,013.4% | +3,830.4% |
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 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