+5,556.9%
HUM vs RGEN
+1,550.5%
+4,006.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -0.2% | -4.6% | +4.3% | -0.1% |
| 30D | +3.7% | +1.2% | +2.6% | +3.6% |
| 3M | +10.4% | +26.8% | -16.4% | +9.2% |
| 6M | +125.7% | +29.1% | +96.7% | +122.9% |
| YTD | +57.3% | +0.7% | +56.6% | +56.9% |
| 1Y | +48.6% | +39.1% | +9.6% | +46.2% |
| 3Y | -11.3% | +2.2% | -13.6% | -12.4% |
| 5Y | +0.8% | -44.0% | +44.8% | +0.8% |
| 10Y | +146.7% | +412.7% | -266.1% | +127.3% |
| All | +5,556.9% | +1,550.5% | +4,006.4% | +4,281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling