+152.3%
HUM vs RGEN
+415.7%
-263.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.1% | -1.4% | +3.5% | +2.3% |
| 30D | +5.4% | -0.3% | +5.7% | +5.3% |
| 3M | +11.4% | +23.9% | -12.5% | +7.6% |
| 6M | +141.5% | +38.5% | +103.0% | +128.2% |
| YTD | +61.2% | +0.8% | +60.4% | +59.5% |
| 1Y | +49.2% | +38.2% | +10.9% | +40.4% |
| 3Y | -9.0% | +1.3% | -10.3% | -13.2% |
| 5Y | +7.2% | -44.0% | +51.2% | +8.0% |
| All | +152.3% | +415.7% | -263.4% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling