+5,556.9%
HUM vs RJF
+49,058.3%
-43,501.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | +3.7% | -2.0% | +5.7% | +4.2% |
| 3M | +10.4% | +16.3% | -5.9% | +6.0% |
| 6M | +125.7% | +16.9% | +108.8% | +116.3% |
| YTD | +57.3% | +10.4% | +46.9% | +52.8% |
| 1Y | +48.6% | +7.4% | +41.2% | +45.2% |
| 3Y | -11.3% | +72.2% | -83.5% | -24.4% |
| 5Y | +0.8% | +105.1% | -104.3% | -19.4% |
| 10Y | +146.7% | +430.9% | -284.3% | +49.3% |
| All | +5,556.9% | +49,058.3% | -43,501.4% | +1,139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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