+152.3%
HUM vs RIO
+608.6%
-456.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +2.1% | -3.2% | +5.3% | +2.7% |
| 30D | +5.4% | +0.9% | +4.5% | +5.1% |
| 3M | +11.4% | -1.4% | +12.8% | +11.5% |
| 6M | +141.5% | +10.9% | +130.6% | +135.1% |
| YTD | +61.2% | +31.2% | +30.0% | +50.7% |
| 1Y | +49.2% | +67.9% | -18.8% | +32.0% |
| 3Y | -9.0% | +88.8% | -97.8% | -23.0% |
| 5Y | +7.2% | +93.1% | -85.9% | -12.7% |
| All | +152.3% | +608.6% | -456.4% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling