+50.0%
HUM vs RIO
+29.3%
+20.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.2% |
| 7D | +1.6% | -1.6% | +3.2% | +1.6% |
| 30D | +3.5% | -11.6% | +15.1% | +4.0% |
| 3M | +15.5% | -12.7% | +28.2% | +16.1% |
| 6M | +76.2% | -12.4% | +88.6% | +77.7% |
| YTD | +64.5% | +11.0% | +53.5% | +55.0% |
| 1Y | +50.0% | +30.8% | +19.2% | +26.3% |
| All | +50.0% | +29.3% | +20.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling